@NolanHerring- Thanks Nolan,
vMX doesn't have Security Appliance > Configure > Addressing & VLANs.So unable to set Dynamic DNS.
I wonder if setting a subdomain of the client's main domain to point to the IP of the vMX in Azure may be a way to go - but not entirely sure. Will test it out.
@PhilipDAth- Thanks Philip,
In Azure the resource group where the IP is located is locked - and I am unable to remove the lock to set the IP to static.
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Seems the vMX is stripped back version of physical MX and a lot of the functionality is not available in the vMX.