Hello @James Dong ,
Thank you for reaching out to the Microsoft Q&A platform. Happy to answer your question.
I can confirm that Azure Site Recovery DR does not support both zone-to-zone and region-to-region DR at the same time on the azure VMs at this time as both uses same ASR replication/failover approach in the backend. Hence you need to select one of the technically feasible DR approaches for you either region-to-region or zone-to-zone.
In addition to the Disaster recovery either zonal or regional, you can plan to have azure VM backup configured. In case of issue with the files/folders or even the disk or entire VM, you have a way to restore the VM at a granularity.
This backup will serve as an additional protection and secondary recovery option for you.
More Details on azure VM backup can be seen at https://learn.microsoft.com/en-us/azure/backup/backup-instant-restore-capability
If you have any specific feedback for feature enhancement or addition of features, you can post a new idea at https://feedback.azure.com/. This forum is regularly monitored by the product management teams to consider the ideas.
Hope this helps!
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