@Mehul Mehta
Thank you for your post! When it comes to integrating Azure with Cisco SD-WAN, you can refer to the documentation below. Additionally, I'd recommend reaching out to the Meraki Community for additional walk-throughs/guides.
Cisco Meraki MX Branch to Azure Virtual WAN Deployment Guide
Cisco Meraki to Support Connectivity to Microsoft Azure Virtual WAN
Thank you for your time and patience throughout this issue.
----------
Please remember to "Accept Answer" if any answer/reply helped, so that others in the community facing similar issues can easily find the solution.