From @weatherills via Twitter:
"Odd problem with Vnet-Vnet gateway connection, says succeeded but never connected. No errors or status changes. Provisioning state is "succeeded" but Connection Status "not connected"
"no local gateway, 2 vnets, one in uswest, one in uscentral, they never connect, connection shows up in both Vnet01 and Vnet02"
Thanks,
@AzureSupport