That link your provided is not showing a direct connection between the MX appliances. What it is doing, is being lazy and not showing you the switches. It is just summarizing it and saying 'LAN Connection'. Basically meaning through the switches. VRRP is sent out all VLANs, so if you have a warm-spare setup, and both of them are connected to the same switch/switches (which they should be), and you have proper VLANs configured on the uplinks between MX to MS, then they will 'see' each other. Not sure if a specific firmware causes it to go south, and it DID work, and probably still does. The issue is that there have been cases/situations where it CAN cause problems, and ones that are tough to diagnose at that. So Meraki has since updated their documentation to no longer recommend this.
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