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I understand that two routes are working fine, but you're experiencing the error.
A user defined route table has detected that includes a 0.0.0.0/0 route where the next hop is not configured for Internet.
This warning can be safely ignored.
Because by default, there is a route where 0.0.0.0/0 points to the internet. We created a new user-defined route where the destination 0.0.0.0/0 points to the next-hop firewall. This configuration overrides the default route that points to the internet. You can verify this in the NIC's effective routes, where you will see that the 0.0.0.0/0 route with the next hop as "internet" is marked as invalid. Additionally, the 0.0.0.0/0 route with the next hop as "firewall" is in a valid state.
Machines in the subnet associated with the route table will use the firewall's private IP to access the internet. As stated earlier, the 0.0.0.0/0 route with the next hop as "internet" is invalid, which is causing the error.
Please let me know the source of the error message you're receiving.
Note: The Entra Domain Services subnet does not support a 0.0.0.0/0 UDR.
Refer this link:
https://learn.microsoft.com/en-us/entra/identity/domain-services/network-considerations?source=recommendations#user-defined-routes
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