Azure Virtual Desktop UDP Shortpath Public Network

[KyleW00]

Anyone have Azure Virtual Desktops ShortPath Public network UDP connections working with CheckPoint VMSS? 
In the documentation for Shortpath it says “Make sure you aren't using double NAT” and I’m assuming thats what is breaking the UDP connections. Any ideas or workarounds on how to get Shortpath working? 

https://docs.microsoft.com/en-us/azure/virtual-desktop/shortpath-public

[Eva_K]

I'm looking into that. Also found this older thread but doesn't look relevant.

[natanelm]

Hi @KyleW00,

I have no experience with Azure Virtual Desktops ShortPath Public network UDP connections and our VMSS, but as you said, we are using double NAT (one in the LB and one on the GW instance).

It's worth a try to use Floating IP on the LB, which is disabled by default.
By enabling it the LB will not NAT the Destination IP, in this case you will see the Public IP on the Firewall and you can NAT accordingly.

You should be able to modify the load balancing rule to set/unset floating IP without redeploying the whole solution.
MS LB floating ip - https://docs.microsoft.com/en-us/azure/load-balancer/load-balancer-floating-ip 

Thanks,
Natanel