Thanks for the reply.

Yes, the PiVPN is setup on a raspberry pi which is connected directly to the ISP modem-router. The VPN router gets its internet connection from some other WiFi but then VPNs through to the PiVPN server - they’re on two different devices. Likewise, the azure VPN client is on my work laptop.

I wondered if this was referred to as double VPN or tunnelling one VPN through another. I’m just wondering if it’s possible to connect my work VPN in such a way to make it appear as if I’m in the UK.