Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
I understand that you are setting up a VPN Tunnel between vWAN and a third party Device.
You can leverage the Diagnostic Logs to understand what's the problem between the appliances.
- Especially "TunnelDiagnosticLog"
- and "RouteDiagnosticLog"
Can you share the error messages you see in the above logs?
Cheers,
Kapil