We have the Databricks workspace Vnet injected. Unfortunately, We can't use a Nat gateway because it is raising an Error during the creation on Azure. The clusters that are managed by Databricks have "Basic" public IP by default and are not "Standard". So the Nat gateway is not supported on the container's public subnet. We do not have an Azure firewall or any NVA in the region where Databrick's workspace is placed.

We have raised a ticket to Databricks via Microsoft to get it solved. Without a proper answer since 27th March 23.

Otherwise, plan “B” is to recreate the workspace in a new subscription where we have Palo Alto Firewalls in place, which has a fixed outgoing IP.