Hello @Randall Holman ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
I understand that you would like to increase throughput between customer premises and VNet to be greater than 10G (i.e. bump to 20G or 40G) on your ExpressRoute Direct connection.
Even though ExpressRoute Direct provides dual 100 Gbps or 10-Gbps connectivity, which supports Active/Active connectivity at scale, you still need an ExpressRoute gateway and as you mentioned the Ultra Performance gateway can transfer traffic to Azure from on-premises at 10 Gbps limit.
And as you correctly mentioned Azure ExpressRoute Fastpath is the solution. FastPath still requires a virtual network gateway to be created but this is just to exchange routes between virtual network and on-premises network. When enabled, FastPath sends network traffic directly to virtual machines in the virtual network, bypassing the gateway, so the throughput of the gateway doesn't come into picture.
Refer : https://video2.skills-academy.com/en-us/azure/expressroute/about-fastpath
Kindly let us know if the above helps or you need further assistance on this issue.
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