See the Explanation below for step by step instructions.
To create an Azure Firewall instance, you need to go to the Azure portal and select Create a resource.
Type firewall in the search box and press Enter. Select Firewall and then select Create1.
To assign an IP address from the address range of 10.1.255.0/24 to the firewall, you need to select a public IP address that belongs to that range. You can either create a new public IP address or use an existing one1.
To use a new Premium firewall policy named FW-policy1, you need to select Premium as the Firewall tier and create a new policy with the name FW-policy12. A Premium firewall policy allows you to configure advanced features such as TLS Inspection, IDPS, URL Filtering, and Web Categories3.
To route traffic directly to the internet, you need to enable SNAT (Source Network Address Translation) for the firewall. SNAT allows the firewall to use its public IP address as the source address for outbound traffic4.

Explanation:

See the Explanation below for step by step instructions.
Explanation:
To ensure that all traffic to the internet from subnet3-1 is forwarded to the appliance in subnet3-2 for packet inspection, you can use User-Defined Routes (UDRs) to direct the traffic. Here's how you can do it:
* Navigate to the Azure Portal.
* Search for "Route tables" and select it.
* Click on "Create".
* Enter the following details:
* Subscription: Select your subscription.
* Resource Group: Select an existing resource group or create a new one.
* Name: Enter a name for the route table (e.g., RouteTable-Subnet3-1).
* Region: Select the region where your virtual network is located.
* Click on "Review + create" and then "Create".
* Navigate to the newly created route table.
* Select "Routes" from the left-hand menu.
* Click on "Add" to create a new route.
* Enter the following details:
* Route name: Enter a name for the route (e.g., RouteToAppliance).
* Address prefix: Enter 0.0.0.0/0 to route all internet traffic.
* Next hop type: Select Virtual appliance.
* Next hop address: Enter the IP address of the appliance (10.3.2.100).
* Click on "OK" to add the route.
* Navigate to the route table.
* Select "Subnets" from the left-hand menu.
* Click on "Associate".
* Select the virtual network that contains subnet3-1.
* Select subnet3-1 from the list of subnets.
* Click on "OK".
* User-Defined Routes (UDRs): These allow you to control the routing of traffic within your virtual network. By defining a route that directs all internet-bound traffic to the appliance, you ensure that the traffic is inspected before it reaches the internet1.
* Virtual Appliance: This is a network appliance that performs specific functions, such as packet inspection, and is treated as a next hop in the routing table2.
* Route Table Association: Associating the route table with subnet3-1 ensures that all traffic from this subnet follows the defined routes.
Step-by-Step SolutionStep 1: Create a Route TableStep 2: Add a Route to the Route TableStep 3: Associate the Route Table with Subnet3-1ExplanationBy following these steps, you can ensure that all internet-bound traffic from subnet3-1 is forwarded to the appliance in subnet3-2 for inspection, thereby enhancing your network security.

Reference:
https://docs.microsoft.com/en-us/azure/network-watcher/connection-monitor