@ABWaheedIt turns out there are a couple Az Powershell commands which can provide a bit more info. I've tried the two I could find, Get-AzP2sVpnGatewayConnectionHealth and Get-AzP2sVpnGatewayDetailedConnectionHealth. I have not been able to get the latter to work yet, but the first one at least provides the client IPs in addition to the number of connections.
As far as the design goes, I created a Virtual WAN (connected to a Virtual Hub and vnet) with an IKEv2, machine cert authenticated user vpn configuration (p2s). Machines connect with always on vpn config and certs delivered by Intune. Not an easy set up by any means, but it works quite nicely.
