Route from Azure VM to spoke of Nebula site-to-site VPN

Hello,
We created a site-to-site VPN from Azure to a NSG (location 1) with subnet 172.1.0.0/16. I can ping that location from the VM. From location 1 I can ping location 2 (172.5.0.0/16 /a remote vpn participant / hub-and-spoke). How can I ping a device in location 2 from the Azure VM? 
In Azure I made a routetable to route 172.5.0.0/16 to the location 1 NSG gateway address, I tried to route 172.5.0.0/16 through the STS-vpn in Azure. But I don't understand the routing principles in this situation. Do I only need a added route in Azure or do I need added routes in the NSG's too? And how do I route a subnet that is outsite the subnet the STS-vpn? In Azure it was not possible to make a route saying 172.5.0.0/16 next hop is the gateway to location 1. Where to start? I presumed that if I was able to route the traffic to location 1 the routing to location 2 and back to Azure was taken care of by the NSG's, is that correct?