Thank you for getting back and sharing additional details.
Glad to know that you are able to see the routes from on-prem and azure
Based on your question above
My question is, would connection 2 (LNG) be valid with the same bgp peer? for both connections? or would we have to do an active active VNG?
In the architecture above you will have to create 2 LNGs for each on-prem device. Each LNG will establish connectivity with their specific on-prem device, so in the architecture you described above LNG will be valid with the same BGP peer. As documented here by default, VPN Gateway allocates a single IP address from the GatewaySubnet range for active-standby VPN gateways, or two IP addresses for active-active VPN gateways to use as BGP peer IP
If you wish to have full mesh connectivity then the active-active scenario should be implemented.
Hope this helps! Please let me know if you have any additional questions. Thank you!
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