Great video thanks. I don't understand why they need an entire subnet for outbound endpoints and another one for inbound. If you were building this yourself, you would only need a single address. Seems like that particular bit is very badly designed. (Unless there's a reason for doing it this way that i'm missing?)
Good question ! The only option you would have on an Azure Firewall is to configure it with the ip address of the "Inbound Endpoint". The only thing which is uncertain is resolving on premise DNS names. I've not been able to find any Microsoft articles highlighting this with the Azure Firewall. I don't see an issue with other DNS lookup such as private endpoints. I haven't fully tested this scenario yet but it's on my radar.