Hello there,
Point-to-site VPN client normally uses Azure DNS servers that are configured in the Azure virtual network. The Azure DNS servers take precedence over the local DNS servers that are configured in the client (unless the metric of the Ethernet interface is lower), so all DNS queries are sent to the Azure DNS servers. If the Azure DNS servers do not have the records for the local resources, the query fails.
To resolve the problem, make sure that the Azure DNS servers that used on the Azure virtual network can resolve the DNS records for local resources. To do this, you can use DNS Forwarders or Conditional forwarders.
The below thread discusses the same issue and you can try out some troubleshooting steps from this and see if that helps you to sort the Issue.
https://learn.microsoft.com/en-us/answers/questions/39571/not-resolving-private-dns-zone-over-point-to-site.html
https://learn.microsoft.com/en-us/answers/questions/64223/issue-with-resolving-hostnames-while-connected-to.html
I hope this information helps. If you have any questions please let me know and I will be glad to help you out.
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