+1 on the Azure Route Server approach. Using Azure functions to adjust UDRs relies on successfully probing the primary vMX, it only fails-over if the probes fail. The probes are looking at the underlying VM state and an open-port test.   BGP IMO is a far better indicator of whether your primary vMX is functioning.   -- Fletch ... View more

I think your issue here is setting the source port to 3389. Your RDP Gateway will pick an ephemeral high-port for its source port. ... View more