Hello @Olaf Christian Olsen Skaug ,
What certificate do you add to the session host? What's the exact error message of certificate?
Either of AADDS network or Azure VPN will work for WVD environment. How did you configure your Azure VPN (with exposed routes to AADDS and Session Hosts, as well as DNS published to client)?
For your reference:
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-resource-manager-portal
https://learn.microsoft.com/en-us/answers/questions/99723/azure-vpn-p2s-failed-azure-auth.html
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-troubleshoot-vpn-point-to-site-connection-problems
https://learn.microsoft.com/en-us/azure/vpn-gateway/work-remotely-support
Best regards,
Leila
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