Azure Firewall July 2020 update
Published date: 30 June, 2020
Custom DNS, DNS Proxy, and FQDN filtering in network rules are now in preview, and IP Groups and IP Groups in Firewall policy are now generally available.
Use Custom DNS (in preview) to configure Azure Firewall to use your own DNS server.
Use DNS proxy (in preview) to enable your Azure Firewall to act as a proxy for your DNS traffic. This is crucial for reliable FQDN filtering in network rules (in preview) and for providing DNS security through integration with Microsoft Threat Intelligence feed.
IP Groups (now available) allow you to group and manage IP addresses for Azure Firewall DNAT, network, and application rules. This feature is also integrated with Firewall Policy (now available).