Disclaimer: This information is provided as-is without any guarantees. Please contact Sophos Professional Services if you require assistance with your specific Azure environment.
Note: Make sure that the XG firewall VM instance is turned off, before making the following changes.
So, with the configuration, all the traffic originated from the LAN subnet will be routed via PortA of the XG firewall.
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quick x-ref: community.sophos.com/.../sophos-xg-firewall-reference-architecture-on-azure-with-dual-nic
Worth mentioning that Azure may error out when creating a Storage Account using the wizard, so best to create one beforehand in a different Resource Group in the same Region then selecting it in this wizard.