Azure....... I had a very long discussion here with this guy:
Make sure that the Palo in the passive mode, don't know why but ike1 is not stable if its disable. Anything specific let me know.
I have asked in this kb but it seems like you should enable "Adjust TCP MSS" on the external physical interface to get optimal performance (and in your internal network makre sure you dont drop PMTU (path mtu discovery)):
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