When creating a workplace for your users in Azure using RDS or Windows Virtual Desktop you might recognize this issue. All servers in Azure use a dynamic outbound IP for browsing. When you need to access websites that require IP whitelisting this can be an issue.
You can use multiple solutions for this problem:
- Route your internet traffic back to on-prem via ExpressRoute or VPN
- Use Azure Firewall, or a virtual firewall appliance (can be costly)
- Use a self-build outbound NAT VM
This blog will explain how to build your own outbound NAT VM for your Azure virtual net. Although this is not Enterprise ready it will work just fine. Determine production readiness for yourself.