Very sorry if my previous reply given you a impression it cannot be done. The use case that we having now when working with AWS Transit Gateway is connecting your SpeedFusion networks to an AWS Transit Gateway Connect .
I’m trying to understand the requirements as it’s not seen like the use case that we having now and need the 0.0.0.0/0 route.
Based on the Azure link that you share, you are making the FusionHub as the Internet Gateways/FW & you have multiple FusionHubs running ?