I understand that you're running into an issue while creating a User VPN configuration in the UAE North region of your virtual WAN.
Based on the error message you're receiving, it appears that the location 'uaenorth' might not be supported for the resource type 'Microsoft.Network/vpnServerConfigurations', possibly due to your subscription.
You can verify this by navigating to the Azure portal >> Subscriptions >> resource providers >> Microsoft.Network >> Resource Types >> select vpnServerConfigurations >> locations >> search for 'uaenorth'. If it isn't listed, the feature may not be enabled.
Refer this article: https://learn.microsoft.com/en-us/azure/azure-resource-manager/management/resource-providers-and-types#register-resource-provider-1
Certain Azure regions require customers to go through a request process in order to gain access. To request access to these regions, you may open a support request and work with support team to discuss or enable the access.
Refer this article: -
https://learn.microsoft.com/en-us/troubleshoot/azure/general/region-access-request-process
Please add a comment if you have any questions. Thanks,