The connection is mainly initiated by the Azure VPN gateway - is the DrayTek's idle timeout for the VPN tunnel set to 0 seconds? If it's not, the DrayTek could be dropping the VPN when there's no traffic across it.

Those are the same symptoms I am getting with an IKEv2 VPN between a Draytek 2960 & 2860.
Logged with support who have asked for more info. Will report back here when I hear more.

There is another guide here:
https://www.draytek.co.uk/support/guides/kb-lantolan-ipsec-azure

I've tried IKEv2 between some 2860's running 3.8.5_BT and found that SIP traffic stopped routing. For the VoIP devices affected other traffic from them was routing OK, e.g. syslog, ftp, etc.

I've also seen the reported VPN instability between Draytek devices and between Drayteks and other firewalls/routers.

IKEv2 has been disabled for now.

[update 2017-11-24]

The SIP issue does not look like it as an IKEv2 issue. I've now seen this problem with 3.8.5.1_BT and IKEv1.

Only occurring between 2860's on newer firmware. Will open a separate thread.

ijwrighty wrote: Keep us posted on this one as I want to put a S2S VPN in to Azure but sounds like there are issues with this version.

Still heard nothing back from support on it as yet - they have my config details and an offer of the two config files.

Well tell them, not us