Dont use the vMX instance public ip. In fact i'm pretty sure that you cant. The vMX VM public IP is not something the vMX can NAT to, so you wont reach the internet that way. What i would do instead is to pin all traffic egressing the vMX towards Azure to an Azure Firewall or something. This way you can create DNAT/SNAT rules on the Azure Firewall, have your vendors whitelist the AZFW Public IP and reach it that way instead. look at my post history. I have explained this setup a few times. if you have more questions after reading my posts feel free to ask.
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