Thank you for reaching out
If I understand correctly, you want to direct all internet bound traffic in your Azure Virtual Network to your on-prem network and then to the internet.
This is possible using forced tunneling in Azure VPN Gateway. Forced tunneling lets you redirect or "force" all Internet-bound traffic back to your on-premises location via S2S VPN tunnel for inspection and auditing.
You can follow this tutorial to configure forced tunneling using Default Site for site-to-site connections.
Hope this helps! Please let me know if you have any additional questions. Thank you!
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