Agree, if you use firewall functionality ( which is not the case for me ) on the Meraki it will not work because of asymmetric flows. The BGP approach is the better solution then as you can prefer on Vmx over the other ( as prepending, ... ) . I did not test the Azure Function yet, not sure how fast it converges the routing. Unfortunately, Azure load-balancer does not support active / passive mode (yet). It will use all available hosts in the load-balancer pool.
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