I know this question is old, but pops up as the first hit, so I will add a solution to it.
You simply need to advertise custom routes for P2S VPN clients and then download the client vpn installation file once again. Remember to remove the old connection on your source windows laptop, so you get a clean install. No need to remove certificate.
Add custom route:
$gw = Get-AzVirtualNetworkGateway -Name <name of gateway> -ResourceGroupName <name of resource group>
Set-AzVirtualNetworkGateway -VirtualNetworkGateway $gw -CustomRoute x.x.x.x/xx
If you need to add more subnets, simply use comma.
Set-AzVirtualNetworkGateway -VirtualNetworkGateway $gw -CustomRoute x.x.x.x/xx, y.y.y.y/xx
If you do a route print in CMD after re-install and connect, you'll see the on-prem subnets listed where the gateway is the VPN client.
This should solve the problem and give you access from Client VPN P2S -> Azure S2S -> On-prem
Remember each time after adding custom routes, the VPN client needs to be downloaded again.
Hope this helps