Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I understand that you would like to configure ExpressRoute Gateway and achieve Spoke-to-Spoke connectivity.
I am afraid this is not a supported scenario with ExR Gateway.
While this can work with VPN Gateway, this is not recommended as well.
Instead, you should use an NVA such as Azure Firewall only.
See : Communication through an NVA
As you can see, our docs only specify the use of VPN Gateway and not ExpressRoute Gateway.
Kindly let us know if this helps or you need further assistance on this issue.
Thanks,
Kapil
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