@Adam Steiner Thank you for reaching out to Microsoft Q&A. I understand that you are having difficulty setting up connectivty between your on-premises using S2S to Azure and your P2S clients connected to Azure.
For P2S clients to be able to connect to on-premise connected vi S2S, the S2S VPN needs to implement BGP for its routing. Please check One VNet and a branch office (BGP). Hope this helps.
Please let us know if you have any further questions and we will be glad to assist you further. Thank you!
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