Routing traffic via Azure Firewall

Hey everyone, 

Quick question... I'm testing a new proxy provider and need to route all internet traffic over a VPN.  As it stands some server Internet-bound traffic is routed directly out via Azure Firewall.  Is it possible to forward this traffic from Azure firewall to VPN Gateway etc?

I don't really want to remove the Azure Firewall, id like to configure the connection like this if possible:

 - Server > Azure Firewall > VPN > Proxy provider

Thanks for reading!