aqui está o script em que o MS Support trabalhou comigo para fazer esse trabalho
# FQDN of the web app
$webappFQDN = "XXX.XXXXX.com"
# Retrieve an existing application gateway
$gw = Get-AzureRmApplicationGateway -Name "XXXX" -ResourceGroupName "XXXX"
# Define the status codes to match for the probe
$match=New-AzureRmApplicationGatewayProbeHealthResponseMatch -StatusCode 200-399
# Add a new probe to the application gateway
Add-AzureRmApplicationGatewayProbeConfig -name webappprobe-1 -ApplicationGateway $gw -Protocol Https -Path / -Interval 30 -Timeout 120 -UnhealthyThreshold 3 -PickHostNameFromBackendHttpSettings -Match $match
# Retrieve the newly added probe
$probe = Get-AzureRmApplicationGatewayProbeConfig -name webappprobe-1 -ApplicationGateway $gw
# Configure an existing backend http settings
Set-AzureRmApplicationGatewayBackendHttpSettings -Name appGatewayBackendHttpSettings -ApplicationGateway $gw -PickHostNameFromBackendAddress -Port 443 -Protocol https -CookieBasedAffinity Disabled -RequestTimeout 30 -Probe $probe
Exclude these 2 lines
#$authcert = New-AzureRmApplicationGatewayAuthenticationCertificate -Name whitelistcert1 -CertificateFile C:\XXXX\XXXX.cer
#Set-AzureRmApplicationGatewayBackendHttpSettings -Name appGatewayBackendHttpSettings -ApplicationGateway $gw -PickHostNameFromBackendAddress -Port 443 -Protocol Https -CookieBasedAffinity Enabled -AuthenticationCertificates $authcert
# Add the web app to the backend pool
Set-AzureRmApplicationGatewayBackendAddressPool -Name appGatewayBackendPool -ApplicationGateway $gw -BackendFqdns $webappFQDN
# Update the application gateway
Set-AzureRmApplicationGateway -ApplicationGateway $gw