I have Azure Application gateway in front of Azure API management and could see that in most of the scenarios available on the Internet has firewall in between the Azure Application gateway and Azure API management.
Being Azure Application gateway itself is a firewall, is there any reason to keep Azure firewall BEHIND it.
In general as a rule of thumb. Azure Firewall is for non-web incoming traffic and all outgoing traffic. App Gateway WAF is for incoming web traffic.
Ref: Azure Firewall FAQ
As to diagrams that show both this explains it
ref: Azure Virtual Network security