Hi,
had the same problem yesterday. It´s gone now, i have changed the topology a little bit.
New topology:
VNET: 10.17.0.0/22 (3 subnets)
pfsense wan interface: 10.17.0.4/24
pfsense lan interface: 10.17.1.4/24
pfsense default gateway (azure): 10.17.0.1
pfsense lan gateway (azure): 10.17.1.1
client subnet: 10.17.2.0/24
pfsense static route: 10.17.2.0./24 --> 10.17.1.1
azure user defined routing (udr) bound to client subnet 10.17.2.0/24:
0.0.0.0/0 --> 10.17.1.4
10.17.0.0/22 --> 10.17.1.4
Regards,
Martin