Addressing Multi-region bugs for Virtual WAN

[brsteph]

Overview/Summary

This PR addresses bugs identified with multi-region deployments with Virtual WAN, as identified in the Bug record: AB#36856

The root cause of these are places where location is not correctly being placed for the Virtual WAN deployments, as it is different than Virtual Networks in how and where region is used in some locations.

This PR fixes/adds/changes/removes

1. Resolves a bug where the programmatic name of the secondary Azure Firewall for Vwan deployments was not correct, creating issues whenever that programmatic name was used.
2. Resolves a bug where the secondary region's VPN gateway was not being built correctly.

Breaking Changes

1. None identified.

Testing Evidence

Please provide any testing evidence to show that your Pull Request works/fixes as described and planned (include screenshots, if appropriate).

Bug errors:

These are no longer occurring in testing.

Testing URLs

Azure Public

Azure US Gov (Fairfax)

N/A

As part of this Pull Request I have

• [X] Checked for duplicate Pull Requests
• [X] Associated it with relevant issues, for tracking and closure.
• [X] Ensured my code/branch is up-to-date with the latest changes in the main branch
• [X] Performed testing and provided evidence.
• [X] Ensured contribution guidance is followed.
• [X] Updated relevant and associated documentation.
• [X] Updated the "What's New?" wiki page (located: /docs/wiki/whats-new.md)

[brsteph]

Testing confirms that the submitted fix addresses the issue. Ask is to update the What's New page with relevant updates for community awareness.

Added the What's New!