+If traffic from ExpressRoute to the spokes is to be sent to a firewall NVA for inspection, a route table in the GatewaySubnet is still required, otherwise the ExpressRoute Virtual Network Gateway will send packets straight to the Virtual Machines through the routes learnt from VNet peering. The routes in this route table should match the spoke prefixes, and the next hop should be the IP address of the firewall NVA (or the load balancer in front of the firewall NVAs, for redundancy). The firewall NVA can be the same as the SDWAN NVA in the diagram above, or it can be a different device such as Azure Firewall, since the SDWAN NVA can advertise routes with the next-hop pointing to other IP addresses. The following diagram shows this design with the addition of Azure Firewall:
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