Thank you for reaching out.
I understand you wish to deploy NAT Gateway along with Azure Firewall so that the egress internet traffic is filtered by Azure Firewall and the sent over to the internet using NAT Gateway IP.
This architecture is described in this blog post here
NAT gateway can be easily deployed to an Azure Firewall subnet to automatically scale connections and filter traffic through the firewall before connecting to the internet.
When a NAT gateway resource is associated with an Azure Firewall subnet, all outbound Internet traffic automatically uses the public IP address of the NAT gateway. There’s no need to configure User Defined Routes. Response traffic to an outbound flow also passes through NAT gateway. There’s no double NAT with this architecture. Azure Firewall instances send the traffic to NAT gateway using their private IP address rather than Azure Firewall public IP address.
You can refer to this tutorial for step-by step guidance on how to deploy NAT gateway and Azure Firewall in a hub and spoke topology.
Please let me know if you have any additional questions. Thank you!