Azure Virtual Network

Virtual network gateway

A virtual network (VNet) gateway is composed of two or more VMs that are deployed to a specific subnet you create called the gateway subnet
- VMs are created when you create the virtual network gateway
- VMs contain routing tables and run specific gateway services
You can’t directly configure the VMs that are part of the virtual network gateway

See:

Create 2 VNets
- VNet_1: in Japan East region
- VNet_2: in Japan West region
Create 2 VMs
- VM_1
- VM_2
Attach 2 VMs to VNets
- VM_1 => VNet_1
- VM_2 => VNet_2
Assign static public IP addresses to both VMs
Turn firewall off in both VMs
Try to ping one VM from other, it would not work because they are in different VNets
Now create 2 VNet gateways
- VNet_G1 (Japan east, set IP and other settings)
- VNet_G2 (Japan west, set IP and other settings)
Set connections to both gateways (select gateway > Connections)
- VNet_G1
  - Connection type: VNet to VNet
  - Second virtual network gateway: VNet_G2
  - Shared key (PSK): xyz123abc
- VNet_G2
  - Connection type: VNet to VNet
  - Second virtual network gateway: VNet_G1
  - Shared key (PSK): xyz123abc
Check status > wait until become connected
Now ping one VM from other, it should work