We have deployed vMX in Azure in VPN concentrator mode. We have two subnets on vmx virtual network. vMX has its own static public IP. The Windows VMs are connected behind vmx virtual network. When we checked the "What is my IP" on the Windows VM, it does not show the public IP of vMX. It shows completely different public IPs and it changes over time. I assume the internet traffic from the Windows VM is going through some Azure gateway. Also, that means, windows WM is not going through vMX firewall ( I learned that vmx in concentrator mode does not act as firewall). My question is, why is internet traffic on windows vm not going through vmx public IP? Also, if I want a firewall on vmx virtual network, what are my options, and how to configure it?
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