On-prem connect with S2S VPN to Azure - Mobile users on P2S to Azure cannot connect to on-prem

I was able to figure this out in the end: 

Once you download the P2S (Client) VPN Config file from the Azure Portal, and install it to set up your P2S VPN.

You're able to see that the routes that Azure VPN can connect to by finding this TXT file in: 

1. We could manually add the on-prem route to this file and our P2S VPN would be able to then contact on-premise - However we needed a way to always include this route, as if a new user installs this (or you deploying to a lot of users) it would make sense to try have it in there before. 
2. To then include our route automatically we advertised the route (with the local IP of the on-prem) to the Virtual Network gateway. To do this: 
   
   
   1. Connect to Azure PowerShell (I use cloud shell as work in different tenants) 
   2. Run the following below: 

$gw = Get-AzVirtualNetworkGateway -Name <name of gateway> -ResourceGroupName <name of resource group>

Set-AzVirtualNetworkGateway -VirtualNetworkGateway $gw -CustomRoute xx.xx.xx.xx/xx 

This took about 5 mins to run. 

Once it has run, we deleted the current VPN on the machine, downloaded the new VPN profile and installed it. When we then checked the txt file, the new route was inside of the .txt file. 

This article helped me: https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-p2s-advertise-custom-routes

Hope this helps someone who comes across the same problem 🙂 

Adam.