Configuration Manager 2106 Technical preview is filled with great new features! I will write more about them but I had to start out with testing to convert CMG to Virtual Machine Scale set which is a new feature.
The CMG setup I had in my Technical Preview environment was usign self-signed cert with the following settings: Cloud Service Name: cmgtp441.cloudapp.net Service Name: CMGTP441.ccmexectp.com
If no DNS alias together with a CloudApp.net self signed certificate the wizard will complete but the service name will be wrong and at least my site could not connect to it, which makes sense. That was my first attempt before I redeployed the classic CMG to then be able to convert it.
Important to note the new Deployment name, as we need it to update DNS later to point to the new VM Scale set name.
Then I updated my DNS record CMGTP441.ccmexectp.com with the new Deployment Name as the CName: cmgTP441.westeurope.cloupapp.azure.com
A flushDNS was needed as well on the Server hosting the Cloud Management Gateway Connection Point for it to be able to connect.
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