Because I would like to have a VPN @ home and a VPN with Azure, we advise me to use pfSense. This distribution is very flexible and give you the possibility to connect your host/VM with PPPoE with you ISP but also, to have a performant firewall, doing VPN connections with IPSec, OpenVPN, L2TP, etc.
The idea of this article will be to create a S2S VPN with Azure RM via pfSense.
When my VM will restart or my lease will be ended, my IP will be updated directly on my NOIP.
With Windows Server 2016 TP4, Microsoft added a new feature, Nested Hyper-V. This feature give you the possibility to do virtualization in VMs thatare running on Hyper-V.