Thank you for reaching out.
Can you please try below mentioned steps and see if that helps in pinpointing the connectivity issue.
- Use Azure Network Watcher IP flow verify to check if a packet is allowed or denied to or from a virtual machine. The information consists of direction, protocol, local IP, remote IP, local port, and a remote port. If the packet is denied by a security group, the name of the rule that denied the packet is returned. While any source or destination IP can be chosen, IP flow verify helps administrators quickly diagnose connectivity issues from or to the internet and from or to the on-premises environment.
- Configure packet capture for VPN gateway to see if the traffic is going through the VPN gateway. This will help in understanding if the issue is on Azure side or the on-prem side.
Hope this helps! Please let us know if issue still persists. Thank you!