In general, the vMX can only be deployed as a VPN/One-armed Concentrator. Additionally the vMX is a bit special, hence why Addressing and VLANs Page is missing.
If you need to convert it to (a limited) NAT Mode, you'll have to open a Support Case for it.
That being said, a 3rd Party/Non-Meraki VPN is not configured on the Addressing and VLANs Page, but instead on the Site-to-Site VPN page.
What do you need the Addressing and VLANs page for?
I can't speak for GCP, as I have yet to have any experience with it. But as far as for a vMX in Azure, all you have to do is add the local subnets of the vMX on Site-to-Site VPN page, and ensure that these subnets are added to the Azure routing table and VNets.
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