With non-Meraki VPN peers a VPN connection will be attempted from every MX in your organisation to that non-Meraki peer - you can use the availability tags to stop a connection being attempted from every MX. In your scenario, Site A and Site C need a VPN connection to Azure (Site B), so on the Azure side you have to create two Local Network Gateways, one for Site A and one for Site C, and likewise two VPN connections. There is a Meraki document here which may help, https://documentation.meraki.com/MX/Site-to-site_VPN/Configuring_Site_to_Site_VPN_tunnels_to_Azure_VPN_Gateway At each MX Site you need to include the subnets that you want to be accessed over the VPN in the VPN. For Azure you need to make sure the Address Space configured in the Local Network Gateway matches the subnets included in the VPN for only that MX Site - for example the Local Network Gateway for Site A, should only include subnets that are included in the VPN that actually exist at Site A.
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