Hello @Steiner , Thank you for confirming the issue was resolved. I am just summarizing troubleshooting steps we followed in order to resolve this issue so that it can help anyone in the community facing similar issue.
- We validated the type of Gateway used. As per the documentation You can use user-defined routes for forcing traffic from the Express Route to a Network Virtual Appliance. The opposite is not possible though You must use BGP to advertise on-premises routes to the Microsoft Edge router. You cannot create user-defined routes to force traffic to the ExpressRoute virtual network gateway if you deploy a virtual network gateway deployed as type: ExpressRoute.
- As mentioned here in the document, we validated whether route propagation is enabled on the GatewaySubnet.
- Lastly you looked at the NSG rules to determine if any rules were blocking any traffic which was true. After modifying the NSG rules the UDR worked as expected. We can leverage NSG flow logs to log information about the IP traffic flowing through an NSG.
Please feel free to add any additional troubleshooting steps you followed to resolve this issue.
Also it will helpful if you could mark this as answered so that it can help other community folks facing similar issue.