here is the script MS Support worked with me on to make this work
# 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