Thank you for reaching out.
You can try below below steps and see if those help in resolving the issue here.
- If there is any firewall implemented on-prem validate if it is not blocking the route advertisements.
- As documented here "Specifically, make sure to create your virtual network and subnet, or add IPv6 address space to your existing virtual network and GatewaySubnet, prior to creating a new virtual network gateway in the portal." sometimes deleting and recreating the ExpressRoute gateway can help.
- If above does not help, creating a support request might help in this case a support engineer can take look at the backend logs and help pin-point the issue.
Please let me know if you have any questions. Thank you!