I opened a couple cases with ADF related to their VNET-hosted-IR. It was a struggle since the feature is still in "preview" and many of the engineers work in the shanghai timezone.
These two bugs are now fixed for us (East US region). They only affected the VNET-hosted-IR ("preview").
- Copy activities between azure and azure would become hung (ones that involved storage accounts in particular). This was intermittent and affected us consistently, but less than 5% of the time.. When they became hung they would never recover on their own and it involved manual intervention on our side (or on the shanghai side). Shanghai blamed "Azure batch" for these issues.
- The VNET-hosted IR wasn't displaying correctly on the "activities" monitoring screen. The screen would crash and show no results. The other IR's (azure hosted or self hosted) worked fine.
It took a bit of effort to get the ADF team to acknowledge problems. So if/when anyone else has a problem with this "preview" feature, PLEASE be persistent. At first you might hear them respond that there was a "live site" incident or that scale-out rules weren't configured properly or that azure batch was malfunctioning (another service used internally by ADF). These responses aren't helpful (... and it is likely that they aren't accurate either). We had to reopen the case a couple times to finally get to the bottom of things. The more bugs that are fixed, the faster this will become a GA feature (instead of "preview").
Another thing that seems to be resolved over the course of this case is an issue with performance. The first activity that was executed by this type of IR was delayed a long time (10 or 20 mins). This would affect us at the beginning of every day, or after a period of inactivity. But lately our VNET-hosted IR is much more responsive and usually it gets "warmed up" in less than 4 minutes (ie. comparable to the SLA of the other IR's).