Rinku_Dalwani It's very encouraging to hear that Azure NAT Gateway support for RDP Shortpath is in progress. Where might we keep track of this feature release?
The Concepts documentation unequivocally states that it is unsupported. https://learn.microsoft.com/en-us/azure/virtual-desktop/rdp-shortpath?tabs=public-networks#network-configuration
In my AVD environment, the Test-Shortpath.ps1 (https://learn.microsoft.com/en-us/azure/virtual-desktop/troubleshoot-rdp-shortpath) seems to suggest it might work:
PS C:\Users\duxjw7hhgfbnk\Desktop> .\AV-TestShortpath.ps1
Checking DNS service ... OK
Checking STUN on server 20.202.21.66:3478 ... OK
Checking STUN on server 13.107.17.41:3478 ... OK
STUN works, but your NAT type appears to be 'symmetric'.
Shortpath for public networks is very unlikely to work on this host.
See https://go.microsoft.com/fwlink/?linkid=2204021 for more information.