The error you encountered may be due to the VM size exceeding your subscription quota in that region. You can check the current usage limits by using the cmdlet below.
az vm list-usage --location "westindia" -o table
Go to All Sizes and search for 'E16s_v5'; you will see the correct result displayed.
As suggested by Alex Burlachenko , change the VPN Gateway SKU to a higher tier and also move the VM to the same region, West India, for faster response.
If the VM size is not available in your subscription, kindly request a quota increase by clicking the 'Request Quota' button.
For a faster response, it is better to go with the ExpressRoute option.
I tested the West India region from my location using Azure Speed Test
Here is external url to check the other providers speed: https://cloudpingtest.com/gcp
I hope this helps to resolve your issue.
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