Final answer:
The command to update a VPN Gateway with a new subnet in Azure is Set-AzVirtualNetworkGateway, not the ones listed in the question. Set-AzLocalNetworkGateway, Set-AzNetworkInterface, and Add-AzVirtualNetworkSubnetConfig have different functions concerning network settings in Azure.
Step-by-step explanation:
The command used to update a VPN Gateway with a new subnet configuration in the context of Azure cloud services is Set-AzVirtualNetworkGateway. This cmdlet allows you to update the settings for an Azure Virtual Network Gateway which can include a range of components such as VPN type, SKU, and associated network configurations. To specifically update a subnet associated with a VPN Gateway, you would typically modify subnet settings in the virtual network itself before or after updating the gateway settings.
The commands listed in the question (Set-AzLocalNetworkGateway, Set-AzNetworkInterface, Add-AzVirtualNetworkSubnetConfig) serve different purposes. Set-AzLocalNetworkGateway is used for updating a local network gateway that represents your on-premise network. Set-AzNetworkInterface is used to update a network interface for Azure virtual machines, and Add-AzVirtualNetworkSubnetConfig is used to add or update a subnet within a virtual network but not necessarily update the gateway itself. Therefore, they are not directly used to update a VPN Gateway with a new subnet configuration.