Thanks for the answers.
I will long to test the StrongSwan solution.
although i find i a bit of pity that the product is so limited.
I can't do outbound NAT(function as a Internet Gateway).
I can't do NAT on external VPN or work as a VPN concentrator.
So to be honest i don't see a lot of added value in deploying a VMX to Azure instead of VPN Gateway or StrongSwan.
In a small environment, i have another customer with 140 sites, that's different story off-course.