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I haven't gone through this exact scenario but it will determine which one is most up to date and remove the older one then copy the current one to the DR site. If I were doing this I'd delete the one in the DR site.

Cloud cache will do that on its own. BUt be careful if its everyone and they all log on around the same time you can have bug issues.

I agree that the vhdx at DR should be deleted as well, I just know that there will be administrators who will forget to do so and am wondering how FSLogix will handle it.