In this article I am going to walk you through setting up a site-to-site VPN between Azure and AWS. Provisionally this has always been a pain as AWS never supported IKEv2. In February of 2019 AWS changed this. Before you had to use a 3rd party network virtual appliance (NVA) either on Azure or AWS to establish the VPN.
At the time of writing this article BGP is not supported
Lets get to it
I am going to assume you already have an Azure VPN created and also an AWS VPN created.
In AWS navigate to the VPC you want to connect to Azure and create a new Customer Gateways. Enter a Name and the Public IP Address of you Azure Virtual Network Gateway. Then click Create Customer Gateway.
To read the full article have a look at my blog. https://pixelrobots.co.uk/2019/03/create-a-site-to-site-vpn-between-existing-azure-and-aws-resources...