How to Set Up Azure Load Balancing for Private Cross-Region Traffic?

You might want to consider using custom network virtual appliances (NVAs) in conjunction with Global Server Load Balancing (GSLB) solutions like F5. If you're up for something more advanced, BGP anycast with Azure Route Server and a BGP-aware NVA could also work well for your needs.

Have you considered using an internal load balancer in one region with two backends—one in that region and another in the second? Just keep in mind that standard internal load balancers are region-specific, so this might not fit your requirement.

A centralized private entry point could be a solid approach. You could set up a private Application Gateway v2 within a hub virtual network to route traffic to backend pools across both regions using global VNet peering or Private Link. For added resilience, deploy an identical gateway in the secondary region and utilize a private DNS for failover.

In my experience, F5 load balancers are useful for setups like this. Alternatively, you could implement a private application gateway in each region, though keep in mind that Azure Traffic Manager is a public service. It’s something to think about carefully.

Microsoft could potentially address these challenges by introducing a private version of Traffic Manager. It’s a mystery why they haven’t done that yet!

What kind of HTTP traffic are you dealing with? It might help to clarify the load balancing method you're looking for. Also, what specifically are the limitations of the round-robin method for you? Do you have health checks set up on your servers?