Azure allows users to migrate from Classier Tier Front Door CDN Profile to a Premium Tier Front Door CDN Profile, and in the previous documentation for Classic Tier, you are able to see how to connect your Front Door to the Azure WAF Policy instance through the frontend endpoint with the web_application_firewall_policy_link_id attribute, but there are no similar attributes in the azurerm_cdn_frondoor_custom_domain front door, which is Azure Premium Tier equivalent. The document does not show any attributed to connect the two instances.
https://registry.terraform.io/providers/hashicorp/azurerm/latest/docs/resources/cdn_frontdoor_firewall_policy
https://registry.terraform.io/providers/hashicorp/azurerm/latest/docs/resources/cdn_frontdoor_endpoint
https://registry.terraform.io/providers/hashicorp/azurerm/latest/docs/resources/cdn_frontdoor_custom_domain