needed to do some azure stuff for work so I made a personal account for Azure and here is some magic!
I completed this course recently I wasn't able to create the module in the course myself but from the understanding and explanation I was able to create this.
Change ".\terraform-azure-infrastructure-public\terraform\prod-local-network-gateway\terraform.tfvars" to include your Gateway IP and private subnets, then just init, plan and then apply