HPE 3800 PBR HELP

[jun_ng]

If the firewall has to be in the same vlan to configure the policies etc, is there a way we can achieve it? 
or it is a must for me to change intervlan routing to firewall ?

my requirement will be
1.core switch doing the intervlan routing(thus having the need to have IP on switch)
2. two routes out to internet, 1 for each vlan. 
3. firewall IP must be same subnet to configure policies.