I prefer to set up the DC like any other site. I also prefer to have a cheap backup domestic Internet circuit plugged into WAN2. This means if the DC has a catastrophic failure you can still get to the MX, and AutoVPN can still failover to the cheap circuit. Having dual circuits also allows you to configure SD-WAN policies so that if the main DC circuit degrades you can take advantage of that cheap circuit, or you can offload bulk traffic you don't care so much about onto the cheap circuit.
VPN concentrator mode allows you to do BGP, and supports more complex active/active configurations.