Hello Mark Davis,
Welcome to the Microsoft Q&A and thank you for posting your questions here.
I understand that you are having issues with your BGP not advertising the Azure Firewall's private address across the Virtual WAN (vWAN) to the other hub and DNS proxy across virtual wan.
- Ensure that BGP is correctly configured on both hubs (Southeast Asia and South Central US) and confirm that BGP peerings are established and active.
- Make sure the Azure Firewall's private IP address is included in the BGP advertisements and to do this you will need to update the BGP route table to include the Azure Firewall's private IP and configure private traffic routing policy https://video2.skills-academy.com/en-us/azure/virtual-wan/how-to-routing-policies
- About you DNS proxy check if it is enabled on the Azure Firewall in the Southeast Asia hub and if not try to enable it to the extent that the DNS settings on the virtual network are configured to point to the firewall’s private IP. https://video2.skills-academy.com/en-us/azure/firewall-manager/dns-settings
I hope this is helpful! Do not hesitate to let me know if you have any other questions.
** Please don't forget to close up the thread here by upvoting and accept it as an answer if it is helpful ** so that others in the community facing similar issues can easily find the solution.
Best Regards,
Sina Salam