Hi @Nicolas ESPIAU ,
Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I understand that you would like to resolve DNS names of Azure resources from P2S clients
You have to modify the P2S Configuration file to add DNS suffixes for the domains in which you want DNS resolution.
Refer : How do I add DNS suffixes to the VPN client?
I hope this helps
Thanks,
Kapil
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