Hi @robfromsc
What are you trying to achieve with this VMX? VMXs are typically used as VPN endpoints for Client VPN and S2S VPN Tunnels. If you have resources in Azure you want remote users or sites to access securely you can set up a VMX and have them access these resources via a VPN. Since resources are accessed in this way it is inherently secure, so you wouldn't need to put a firewall in front of a VMX.
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