Thank you Pierre_Roman 
 
1 - The connection troubleshooter shows a failure on the first hop for 10.10.1.28 inside the network of 10.10.1.0/25. I was trying to load a screenshot but I am not sure why 🙂 The result is Status  Unreachable
https://portal.azure.com/#
 
Name                                              Status      Next hop IP addr
bastion-s2svpn-xxx        10.1.1.4     NOK       5x
Vpngw-s2svpn-xxx         5.x             OK         8.X
Local Network Gateway 8.x             OK         10.10.1.28
Destination (10.10.1.28) 10.10.1.28 OK
 
 
2 and 3 - I am triple checking if there's any blocking the 10.10.1.0/25 and not 10.10.1.148 
 
4 - I have no NSGs configured for the VNET that has been created in the Azure Stack HCI and I do not think I can create one as I can only allocate NSGs to regions, right ?
 
Thank you so much for your answer
joni_sf8