Hi anonymous userDuffield-0078,
You will have to configure your site costs and subnets in the Active Directory Sites and Services MMC snap-in, there you can create subnets and associate them to your sites so that the target priority of your DFS goes correctly.
You should associate your Azure subnets to your Azure site, then your clients who belong to a subnet which is in Azure should automatically prioritize the Azure Site (target).
If you want more information on how sites and subnets work, you'll find some documentation here:
Understanding Sites, Subnets, and Site Links
For more information regarding the DFS ordering methods, see:
Set the Ordering Method for Targets in Referrals
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Best regards,
Leon