active-active S2S VPN connections with Azure VPN Gateway Issue

I have a situation where I need to setup active-active mode on a VPN Gateway and need to create a primary and secondary failover to 1x on-premises site with 2x public IPs.

On my Virtual Gateway, I have Primary and Secondary PIP's and I have 2 local gateways for on-premises.

When I create the connection I do not have the option to select the secondary public IP of my Azure VPN Gateway as the failover/secondary IP for my on-prem.

Detail:

1x Azure VPN Gateway(active-active mode) with 2x PIP

2x On-prem VPN Devices with 1 x PIP each

We are looking to setup up High Availability, please advise how the setup works on