AVD Host Machine get different region Gateway

Hi,

I have built a couple Host pools and notice some performance issue.

The Host machines and all other resources and RG are built in Australia East and i would thought all cool.

Now on some of the machine's Advisor recommendation mentioned to improve the performance i need to move the VM closer to users region... and when i checked it shows the Gateway Location in South East Asia. 

The odd things is even in the same RG/subnet, some are not showing that recommendation (so i assume the gateway is correctly setup) But on other machines the VM and gateway location are different.

Anyone seen this issue? and a solution to solve this?

Thanks