@GlebPestun-7025 Thank you for reaching out to Microsoft Q&A.
I understand that you want to have a Virtual Hub setup in 2 different Azure regions and preserve inter region connectivity along with securing the traffic within the Hub. Based on your need, the following topology will fit your needs:
Here are more details on Security and Policy Control of Virtual WAN Hub which is achieved by adding a Firewall in the Hub as shown in the picture. Hope this helps.
Please let us know if you have any further questions and we will be glad to assist you further. Thank you!
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