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Please check your SOPHOS device is correctly set up to silo traffic and verify there are no compatibility issues.
Please use the link to set up S2S on the SOPHOS firewall, which shows how to establish a Site-to-Site IPsec VPN to Microsoft Azure:
This is taken from the Azure VPN documentation below.
Validated VPN devices and device configuration guides and Create a site-to-site VPN connection in the Azure portal
Check the NSG settings on the gateway subnet to ensure they are not blocking necessary traffic. Also, use Network Watcher to verify the IP flow and check the next hop.
You can try temporarily removing these settings to test connectivity.
Kindly check the below points on your side.
Have you checked if there are any specific firewall rules on the SOPHOS device that could be preventing the connection?
Can you confirm if any other devices on the on-prem side can ping or access the Azure resources through different means?
Are there any logs from the SOPHOS firewall indicating dropped packets or errors related to the VPN?
If the issue is related to the SOPHOS firewall, please contact the SOPHOS team.
Kindly let us know if the above helps or you need further assistance on this issue.
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