Abstract: Some embodiments of the invention provide a method of sending data messages from an edge router at a first location of an enterprise network to a SaaS (software as a service) application server provided by a third-party at a second location. The method receives, from a DNS (domain name system) first server, a resolution for a particular destination network address for the SaaS application server at the second location. From a second server, the method obtains an identifier for a first cloud gateway from multiple cloud gateways at multiple locations through which the particular destination address for the SaaS application server can be reached, the first cloud gateway farther from the first location than a second cloud gateway in the multiple cloud gateways but closer to the second location than the second cloud gateway. The method uses an optimized SD-WAN connection to the first cloud gateway to forward data messages for the first cloud gateway to the SaaS application at the second location.