EDIT: I believe this is my problem/solution: https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-troubleshoot-vpn-point-to-site-connection-problems.
However, I don't know how to implement the solution provided.
I have a Cisco VPN I use that works as expected. However we recently started migrating to Azure and when I connect to the Azure VPN I am no longer able to resolve anything from my local domain.
The requests just go to the DC on the cloud and it returns a public IP. Is this an issue with how the VPN is configured or is this an issue that would be resolved through network settings on the client PC?
I'm wondering what causes the local requests to be sent to the Azure VPN where as with the Cisco VPN that doesn't happen?