This issue is resolved in:
VMware NSX for vSphere 6.3.7, available at VMware Downloads.
VMware NSX for vSphere 6.4.4, available at VMware Downloads.
Workaround:
There are two workarounds available to remediate this issue:
1. On the ESG host, deploy dummy VMs with multiple interfaces attached to each of the DLR transit LS. Since we can only do 10 vNICs per VM, you will need to determine first how many dummy edge VMs will be needed. If you have 15 DLRs attached, then you will need to 2 dummy VMs. If you have 25, you will need three. No need to assign IP addresses to the interfaces. Connecting the interfaces directly to VMs on the Edge host will push both VTEP-IPs on the edge host to the controller.
Note: it could be any VM with ānā vNICs based on requirement. VMware recommends the Compact size Edge VM as its easy to deploy and readily available from NSX, no need to look for OVA/images.
2. Remove the trunk configuration, deploy one more ESG and attach the DLR transit VNIs to individual interfaces on the the edges. Basically, eliminate the Trunk Interface architecture.