I have an Application Gateway with WAF, it is in Protection Mode and configured to send diagnostics to Log Analytics as outlined here. https://docs.microsoft.com/en-us/azure/application-gateway/application-gateway-diagnostics
Also, I do have a web server behind the WAF.
My issue is, no logs of any kind are being generated or collected.
I contacted MS support and they experienced the same issue, however, because the WAF is in preview they had no resolution for me and suggested I contact the forums.
Thank you