You can achieve this by either doing a vnet peering between the two hubs, attaching your west region to expressroute, or by deploying a third party networking solution to handle inter-region traffic.
The best solution will depend on a mix of requirements, restrictions and budget. Can you tell us more about your existing environment and your intended end result?
If all you wish to achieve is to establish connectivity you can use a simple vnet peering, if that isn't sufficient in terms of performance you can attach your west region to expressroute. To achieve traffic inspection(you only have NSGs by default) you would need to deploy an appliance and use a route-table(or route server) to force inter-region traffic through this. If you need more advanced/flexible routing capabilities between your regions you would likely need to deploy a third-party solution(maybe extend your existing SD-WAN solution?)
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