Best way to get two VM's working on different locations

Hi,

We have a customer wanting to deploy at least two Domain Controllers on Azure VM's, on different locations.

The Domain Controllers need to communicate with each other. 

Which is the best way to address it? Or (maybe) the only way to do it? Creating two Virtual Networks on different locations and using the Virtual Network Gateway from each one to connect the other (create a VPN S2S)?

Thanks you so much.