Firewall policies work across regions and subscriptions.
Place all your global configurations in the parent policy.
Note: Policies can be created in a hierarchy. You can create a parent/global policy that will contain configurations and rules that will apply to all/a number of firewall instances. Then you create a child policy that inherits from the parent; note that rules changes in the parent instantly appear in the child. The child is associated with a firewall and applies configurations/rules from the parent policy and the child policy instantly to the firewall.
Reference:
https://aidanfinn.com/?p=22006