DO NOT IMPLEMENT AZURE NAT GATEWAY FOR WVD
We are currently investigating issues at a customer site, that is using Azure NAT Gateway, I will release a blogpost next week when the confirmation comes back that the issue is resolved.
Keeping below blog for reference!!! (20200807)
In a former blogpost I described a simple way to create a static PUBLIC IP for more than one Virtual Machine in Microsoft Azure. The reason is still the same, you might need a simple and cheap method of using a single PUBLIC IP for one or more RDS/WVD machines, so that all users browse via the same PUBLIC IP to the internet. This is especially useful when your users use an IP whitelisted website.