Thank you for reaching out.
I understand you are replacing your Site-Site VPN with an Azure Express route connection and you wish to know about how routing will work with Azure Express Route.Azure ExpressRoute uses Border Gateway Protocol (BGP) to exchange routing information between a network on-premises, Azure instances, and Microsoft public addresses. Routing exchange is over eBGP protocol. EBGP sessions are established between the MSEEs and your routers.
You must use BGP to advertise on-premises routes to the Microsoft Edge router. You can't create user-defined routes to force traffic to the ExpressRoute virtual network gateway. You can use user-defined routes for forcing traffic from the Express Route to, for example, a Network Virtual Appliance.
Based on your statement above:
Using Expressroute will I need to create new route tables, edit the exiting but change from appliance to gateway/and or Vnet or not use them at all considering the BGP advertisements?
You can't specify a virtual network gateway created as type ExpressRoute in a user-defined route because with ExpressRoute, you must use BGP for custom routes. If you can follow this documentation to advertise default routes in Azure ExpressRoute.
References:
https://learn.microsoft.com/en-us/azure/virtual-network/virtual-networks-udr-overview#user-defined
Please let me know if you have any additional questions. Thank you!
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.