No BGP routes but S2S VPN tunnels are up

Curious how many routes you are trying to advertise from the Azure side and what you are connecting to in AWS (VGW or TGW). VPNs to VGW will only allow 100 dynamic routes from a customer gateway, while TGW will allow up to 1000 routes. https://docs.aws.amazon.com/vpn/latest/s2svpn/vpn-limits.html

Also I would check to make sure route propagation is enabled. https://docs.aws.amazon.com/vpn/latest/s2svpn/SetUpVPNConnections.html#vpn-configure-route-tables

Lastly - you can check detailed logs on the AWS side with CloudWatch, just make sure logs are enabled for the VPN. https://docs.aws.amazon.com/vpn/latest/s2svpn/monitoring-cloudwatch-vpn.html