Snowflake Calling APIs

With external functions we can now call API via a gateway.

However, we have snowflake on our AWS estate and currently use azure API Gateway (we are multi cloud). Is this scenario supported? If so is it possible to route traffic privately? We're on aws private-link and vpn to both aws and azure.

Are there any other ways to call internally hosted APIs from snowflake instance, or are external functions via the gateway the best/only way currently.