<<<Posting for the benefit of the community>>>
Hello,
I understand that you are able to connect to Azure P2S VPN and can ping the private IP addresses & fqdns but when you try to access the file share hosted on a VM, it says the network path cannot be found.
I checked internally and found that this was a known issue with the previous versions of Windows 10 and below were the recommended solutions:
Short term solution : As mentioned here in this doc, when the connection is initiated, the VPN client adds the session credentials and the failure occurs. After the connection is established, the client is forced to use the cache credentials for Kerberos authentication. To work around the problem, disable the caching of domain credentials from the following registry subkey:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa\DisableDomainCreds - Set the value to 1
Long term solution : Update Windows 10 client to the RS2 build for consumer (version 15063).
If both the above solutions doesn't work for you, the issue could be with your local (physical) machine OS where the VPN client is installed and would require a deeper investigation, so if you have a support plan, please file a support ticket for further assistance.
Regards,
Gita