Hello,
I have followed and played around successfully a lot with this article:
https://azure.microsoft.com/en-us/documentation/articles/vpn-gateway-howto-point-to-site-rm-ps/
Additionally I set up a dnsproxy (from Azure startup templates) in Azure and use it as DNS for my VNET. I intend to use this DNS server just to do name resolution of private host names in the VNET, when querying from my on-premise PC.
The VPN connection created by Azure client package works fine, however DNS queries from my PC for hosts inside the VNET (like somehost.crk5b.......bpubcg.ax.internal.cloudapp.net) take around 10 seconds, and then they succeed.
From what i have read, Windows 10 has issues with VPN connections and IPv6. And it seems this is the problem, as i experimented created the VPN connection manually, and disabling IPv6 from both the Ethernet and VPN connection(disabling IPv6 on Ethernet seems enough). The DNS query then runs instantly, but then there is another issue - i have to set 'User default gateway on remote network' to false in order to have internet on my PC, then i can manually set up ROUTEs, but cannot instruct the DNS resolver to use the my Azure DNS proxy server for queries for DNS suffix crk5b.......bpubcg.ax.internal.cloudapp.net.
If i setup the same VPN connection on Windows 7, i do not have these issues.
Anyone had found and won this battle?