Hello Allan , Welcome to MS Q&A
1- Answer to 1st Question --> In Azure, routes learned via BGP (Border Gateway Protocol) have a higher priority than User Defined Routes (UDR). Since the Virtual Network Gateway (VNG) learns routes dynamically via BGP from the on-premises network (over VPN IPsec or ExpressRoute), any traffic destined for 192.168.100.0/24 is likely being learned dynamically via BGP from the VPN and taking precedence over the UDR.
Since BGP routes have a higher priority than UDRs, the traffic destined for 192.168.100.0/24 will bypass the UDR and go directly to the VPN tunnel. Please check https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-bgp-overview?source=recommendations
2 - Answer to 2nd Question --> To force traffic destined for 192.168.100.0/24 to be inspected by the Azure Firewall, you can Disable BGP Route Propagation on the SubnetGateway UDR. Please check this doc to disable and for more ref https://learn.microsoft.com/en-us/azure/virtual-network/virtual-networks-udr-overview#custom-routes
3- Answer to 3rd Question --> Yes, BGP-learned routes from the Virtual Network Gateway have higher priority than UDRs unless route propagation is disabled.
- If BGP route propagation is enabled, any BGP-learned routes override UDRs.
- If BGP route propagation is disabled, UDRs take full control, and you can enforce firewall routing.
For more ref check this --> https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-bgp-overview?source=recommendations
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Thanks
Deepanshu