Azure Site Recovery now supports firewall-enabled storage accounts.
You can replicate virtual machines with unmanaged disks on firewall-enabled storage accounts to another Azure region for disaster recovery scenarios. You can also select firewall-enabled storage accounts in a target region as target storage accounts for unmanaged disks.
You can restrict access to the cache storage account by allowing only the source Azure VM's virtual network to write to it. When you're using firewall enabled storage accounts, ensure that you enable the Allow trusted Microsoft services exception.