I believe that it depends on how are you thinking the role of that FW, are you using the Firewall as gateway? is a pure L2 transparent box? We had another firewall solution in place, at the beginning we have a connection to it in the nexus 7K layer but now we had deployed L3/L2 outs in common to send the traffic thru the FW, i believe the best option is to connect it to leafs and handle traffic with l2/l3 outs as per your convenience.
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