@Arnold Souza​ This is a common use case with the customers. You can use an Azure Firewall to create a VNet-injected workspace in which all clusters have a single IP outbound address. The single IP address can be used as an additional security layer with other Azure services and applications that allow access based on specific IP addresses. Please refer to the below KB article for more details.

https://kb.databricks.com/cloud/azure-vnet-single-ip