High Availability connection site to site

From MS Docs: You can achieve high availability by connecting ExpressRoute circuits in different peering locations (e.g. Singapore, Singapore2) to your virtual network. If one ExpressRoute circuit goes down, connectivity will fail over to another ExpressRoute circuit. By default, traffic leaving your virtual network is routed based on Equal Cost Multi-path Routing (ECMP). You can use Connection Weight to prefer one circuit to another.

Virtual machines deployed in virtual networks connected to the same ExpressRoute circuit can communicate with each other. Also, with ExpressRoute, you can enable Virtual Network to Virtual Network communication by linking them to an ExpressRoute circuit. - Please check Suboptimal routing between virtual networks https://docs.microsoft.com/en-us/azure/expressroute/expressroute-optimize-routing#suboptimal-routing-between-virtual-networks