@Thakur, Satyajeet - Welcome to Microsoft Q&A and thanks for reaching out.
As Nikitha has mentioned, providing the answer here so it can reach broader audience.
To connect Azure load test host to AWS based end point, please go through the below link : https://learn.microsoft.com/en-us/azure/load-testing/concept-azure-load-testing-vnet-injection#scenario-load-test-an-on-premises-hosted-service-connected-via-azure-expressroute
Hope this helps. and please feel free to reach out if you have any further questions.
If the above response was helpful, please feel free to "Accept as Answer" and click "Yes" so it can be beneficial to the community.