Hi Andrei,

Sorry for the late reply, I just saw your comment. You would need to set up a VPN Gateway in every account and make a connection from each of them to the account that has the load balancer. It’s not complex but it requires you to follow all the steps of this guide 5 times. Maybe you can invest some time and create a deployment template that you can reuse.

As for the load balancer, if you were planning to use the one provided by Azure it won’t work, as the other VMs are out of its resource group. I would set up an NGINX reverse proxy as a load balancer instead.

Hope it helps!