Does anyone have RDP shortpath working with UDRs to an NVA? the reason I'm asking is that we have a stretched environment (vnet and session hosts in one region, firewalls in another) - so to reduce end user latency I'm testing out RDP shortpath. So I have my public IP allowed inbound on the session hosts. I see 3 UDP packets from my client->session hosts, then it drops back to TCP.
My question is that by default that UDP connection between client and host would normally obey the UDR rules (and hairpin back to my NVA). So I have custom UDR rules that send servicetag for AzureVirtualDesktop straight out to the internet (also for Azure Monitor). Is this a supported scenario? So most of the normal traffic (to our Domain Controllers, for example) is routed via the NVA, but AVD specific traffic to the client should pop straight out of the vNET and hit the end user (with the appropriate reduction in latency).
I've got an open case, but just wondered if I'm in a supported Scenario.