That is a little bit of an unusual design - a VMX per AZ - but if I get the jist of what you want to do - each VMX will be looking after a single subnet in a single AZ, and you don't need failover between the VMXs (as in, if a VMX goes down in one AZ you don't need a VMX in another AZ to take over its routing), because you'll simply do application failover between the AZs. If this is the case, it will work fine. You don't even need a transit gateway.
... View more