New Azure Firewall capabilities will be generally available in Q4 CY2020
Published date: 09 November, 2020
Custom DNS: Allows you to configure Azure Firewall to use your own DNS server.
DNS Proxy capability: You can enable your Azure Firewall to act as a proxy for your DNS traffic. This is crucial for reliable FQDN filtering in network rules and provides DNS security through integration.
FQDN filtering in network rules: You can use this based on DNS resolution from Custom DNS or Azure DNS. This capability is recommended for protocols that are not supported with FQDN filtering in application rules today.