Need Help with Routing Specific Traffic through Azure

Hi everyone! I have a bit of an unusual network setup that I'm trying to figure out. I'm working with an AVD hosts pool, and I need to direct certain traffic from this pool to a Network Virtual Appliance (NVA) located on a different network. I also need to ensure that traffic coming back from the NVA returns to the host pool via a single IP. This setup is specifically for traffic that needs to go over a VPN to a third party. I'm considering using an Azure firewall since I need this solution up and running quickly, but I'm definitely open to any other suggestions you might have!