Connect two PCs to Azure vnet then RDP from one to the other
I have fixed this partially by updating the routes.txt file in the installation folder for the client app by adding an entry for the subnet used by the gateway to assign IP address to new logins.

While this now routes to the correct PC when RDPing, unfortunately a new IP is assigned to the PC every time it connects to the VPN, making it difficult to know the IP address when connecting.