Adding VPG’s to a second site.

we have been using Zerto for 7 years protecting Critical VM’s from datacenter 1 to datacenter 2 (in the same vcenter)

We just upgraded our Zerto License and plan to migrate from protecting to Datacenter 2 to Azure Cloud.

I’ve read in the marketing materials that you can protect a vpg to 2 sites and this would be ideal as we test out functionality, usability, performance and cost in Azure. However I’m having a hard time finding how I protect a VM to both datacenter 2 and Azure. I don’t have an option within existing VPG’s and if I create a new VPG, VM’s that are already in another VPG are not available to be added to the new Azure VPG. I’m also having a hard time finding documentation on how to do this but I suspect I’m not using the right search words.

Can anyone point me in the right direction?