Hello.
In our experience with Sophos VPN for example we found that it's very important to properly set the FQDN Identifiers correctly, if not, the IPsec tunnel won't be correctly stableshid.
We don't know if this is the same for Azure IPSec, but it's safe to assume the same situation. I can see in the attached file that the Remote Identifier should be stablished as hgdi**.****.*** as it is stated.
At this point I'm not sure if Azure will require some kind of FQDN from the RUT240 too.