An Azure service that enables hosting Domain Name System (DNS) domains in Azure.
Not in the setup you described. Pointing the firewall's DNS proxy at the inbound endpoint would not add anything, and the reason is in the resolver's documented resolution order.
The Azure DNS Private Resolver overview sets out the chain a client in the virtual network already follows:
"If you configure Default (Azure-provided) DNS servers in the virtual network, and there are Private DNS zones linked to the same virtual network, these zones are consulted. If the query doesn't match a Private DNS zone linked to the virtual network, then Virtual network links for DNS forwarding rulesets are consulted. ... If ruleset links are present, the DNS forwarding rules are evaluated. If a suffix match is found, the query is forwarded to the specified address."
Your firewall is simply another DNS client in the hub, so it already walks that chain: hub-linked private zones, then the ruleset linked to the hub, then Azure DNS. The resolver's policy is in the path already. Sending queries to the inbound endpoint would reach the same rules by a longer route. As the same page puts it, "You don't need to change any DNS client settings on your virtual machines (VMs) to use the Azure DNS Private Resolver."
That also explains why hybrid works with no custom DNS server anywhere, and why only the hub's links matter. Since every spoke sends DNS to the firewall in the hub, you do not need to link each spoke separately.
Worth being clear on what the inbound endpoint is for, since it is easy to assume it belongs here. It is the entry point for queries originating outside Azure: "To resolve your Azure private DNS zone from on-premises, enter the IP address of the inbound endpoint into your on-premises DNS conditional forwarder." Your firewall is going the other way, which is the outbound endpoint and ruleset, already covered.
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