Yes thank you, I'm aware of that, but what did not work previously and I'm being told by a third party vendor may work now is the ability to have multiple sites in the same org peer to the same Azure Virtual network gateway.
So thanks all. Option 2 that @JimmyPhelan mentioned is what I believe this vendor is saying. I much prefer vMX and have used it before and will stick with that if at all possible. I don't control the Azure environment in question so some negotiation will be necessary.