How to setup VM-Series behind Azure Public Load Balancer using Loopback

[ChrisDusio2]

I'm trying to set up two firewalls behind an azure public load balancer. I found a set up on Git Hub that basically says you can do it if you use active/standby and floating IP and you essentially map the front side of the load balancers IP to the firewall on a loop back. The health checks keep the secondary box down because it's in standby mode and allegedly the tunnels should be able to be terminated on the loop back interface. I am trying to also be able to initiate outbound traffic through the tunnel as well. What I have found us far is that if I initiate traffic from on premise, I can actually bring up the tunnel, but no traffic is seeing going into the tunnel from an encapsulation perspective. However, once the tunnel comes up, I can send traffic from inside of azure through the firewall, I see it hit my on premise device, but it never gets back into azure through that firewall. 

I thus far have not figured this out, seems doable but I have never tried this before and it's not wokring.. Any help would be appreciated . Here's the link to the git hub repo..  https://github.com/PaloAltoNetworks/azure-terraform-vmseries-fast-ha-failover

Thanks in advance