Hello anonymous user-2512 ,
Azure VPN gateways support BGP transit routing with the exception that Azure VPN gateways will NOT advertise default routes to other BGP peers. To enable transit routing across multiple Azure VPN gateways, you must enable BGP on all intermediate VNet-to-VNet connections. For more information, see About BGP.
So it depends on your network architecture. If you have enabled BGP on all the intermediate connections then all prefixes will be advertised.
Kindly let us know if you need any further assistance on this issue from our end.
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