How to source route Availability Zone to closest Direct Connect location?

Question

I have 1 VPC with 3 subnets, 1 for each Availability Zone A,B,C.
I have 2 Private VIF terminated on the VGW.
Each VIF uses a different Direct Connect location.
The network latency from hosts in Availability Zone A is best to Direct Connect location 1.
The network latency from hosts in Availability Zones B and C is best to Direct Connect location 2.

How can I configure routing so that:
1.) Hosts in Availability Zone A prefer the VIF using Direct Connect location 1 and use Direct Connect location 2 as backup.
2.) Hosts in Availability Zone B and C prefer the VIF using Direct Connect location 2 and use Direct Connect location 1 as backup.

Answer

Set "AS_PATH prepending" as described in the following document.  
https://docs.aws.amazon.com/directconnect/latest/UserGuide/private-transit-vif-example.html

Answer

It is not possible to do on-premises style PBR (policy based routing) like that with VGW.

How did you conclude the below?

> The network latency from hosts in Availability Zone A is best to Direct Connect location 1. The network latency from hosts in Availability Zones B and C is best to Direct Connect location 2.

How to source route Availability Zone to closest Direct Connect location?

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