I did have a good hunt around for a similar post but couldn't find the same scenario. I am trying to connect to a 3rd party URL from an on-prem machine, through Azure. So:
on-prem -> (point-to-site) -> Azure VPN Gateway -> (site-to-site) -> 3rd party URL
- Point to site address space: 172.16.0.0/24
- Azure vnet address space: 10.3.0.0/16
- 3rd party address space: 10.100.0.0/16
I have put a VM in the Azure network as a middleman for testing, and I can connect from on-prem to the VM, and from the VM to the 3rd party site, however for some reason I can't get all the way through. The weirdest part is that the 3rd party IP resolves correctly from the hostname, I just can't connect to the URL (it's HTTPS/443 if that matters). If I run a tracert from on-prem I can see that 'tracert VM' first hop goes straight to the VPN gateway, however 'tracert 3rdparty' goes to my router->isp->fail, so it seems my routing is messed up somehow.
I would have thought this would be pretty standard routing for the VPN gateway, but hopefully there's a way to make this work as it's vital to the project I'm working on. I'm happy to try custom routes, or whatever it takes. Appreciate any suggestions.