WordPress behind Azure Application Gateway

I am trying to get WordPress working correctly while running as as Azure App Service behind an Azure Application Gateway. It seems that this is something which is not really fully implemented in the WordPress platform, and I would like to ask if this is planned to fix in the near future? For instance, there are still places in the code which use the incoming request hostname as the redirect, etc. rather than one specified in the settings. This makes it difficult, if not impossible to mask the internal domain name with an externally hosted one (terminated on the gateway).
Ideally, there would simply be a setting to set the external domain name, and have this used throughout the code.