I just set up a new VPN connection from our Azure virtual network to our office. I am able to ping and RDP on both sides so everything is working fine.
The problem is that Azure always displays "Connecting" on the VPN status. On our firewall, if the connection is unused for more than ~30 seconds, the tunnel is dropped until interesting traffic appears.
When I had first gotten it set up, Azure showed "Connected". Now it no longer shows that, even though I can see that the two sides are connected and I have connectivity between the two networks.
Why won't Azure keep the connection up and show that it is "Connected"? The fact that the tunnel drops so frequently is causing issues for our application.