Disclaimer: VAW does not support Microsoft failover clusters and applications residing failover clusters because it knows nothing about other nodes (we say it’s not cluster aware).
Now, what to expect from VAW when its installed on DAGs node? It can backup your databases and even trigger log truncation when backup is running on an active node. However, you need to ensure that failover won’t happen while backup job is running - otherwise job fails. With server edition, you can trigger the failover or maybe lower the failover sensitivity via pre freeze scripts.