As long as the hot spot router has an Ethernet port, then yes as you can plug the MX64 WAN port into the Ethernet port of the hot spot.   You can also get an MX67C with a built-in cellular modem that only requires you to insert a SIM card. https://meraki.cisco.com/product/security-sd-wan/small-branch/mx67c/  ... View more

If you do a packet capture on the Meraki MX on the LAN interface - do you see the traffic arrive?   Do the machines you are pining have Windows firewall enabled - if so it is probably blocking the traffic.   Does Azure have a route for the subnet behind the MX?   Did you know a VMX-S is not that expensive? https://meraki.cisco.com/product/security-sd-wan/virtual-appliances/vmx-small/  ... View more