Are you using FTP or FTPS? I see both mentioned in your post. Also, when you say you see the connection in the traffic table, do you see both the control and data channels or just the control? One thing to look at is the distribution mode on the load balancer: https://docs.microsoft.com/en-us/azure/load-balancer/load-balancer-distribution-mode If you are using 'None' as the distribution mode, the load balancer will use src IP, src port, dst IP, dst port, and protocol to determine the backend pool member to use. If the control channel lands on one FW and the data channel on the other, the data channel will be dropped. Changing to one of the other distribution algorithms ("src IP" or "src IP and protocol") should ensure that both land on the same FW.
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