I've done this at first as numbered VTI (vpnt7) but the traffic goes a little bit strange.
VPN tunnel ID = 7
Local VIP 169.254.0.1
Remote address = "Azure public IP"
Interoperable Device = "Azure public IP", VPN domain = empty group
Cluster VPN domain = empty group
Cluster Network Topology vpnt7 = leads to specific (azure VM network)
Community: Star, Prefer IKEv2..., Set Permanent (on all...comm), One VPN t.../Gw pair, Disable NAT...
Policy:
from on-premise to azure = RDP,ICMP, VPN column = int>"comm", "comm">"comm", "comm">int
from azure to on-premise = RDP,ICMP
When the RDP connection is started from an on-premise client to a Azure VM, the connection is seen coming from the Internal interface (eth'x') and decrypted.
The VM will answer back from External interface (eth'y', not tunnel) but the on-premise cluster gateway drops it as address spoofing.
When the connection is started from Azure VM it's seen coming from External interface vpnt7 and it is accepted and the on-premise client will answer back.
I've no idea why the connection from on-premise to azure seems to be OK, but the answer is as address spoofing and it's seen as separate connection.
Thanks in advance.