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I would like to have this configuration (see picture) for both inbound, outbound and east west and on prem via vpn and expressroute
Is that the best solution to achieve this? are all the firewalls active active?
I cannot find documentation on setup of this active / active
you can run active/active firewalls in Azure by relying on loadbalancers to spread connections over multiple devices.
the picture you attached only has a loadbalancer for the inbound (from the internet). if you need this for any opther direction, you'll need to add loadbalancers between the source and the firewalls
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