Veeam backup causes BGP route flapping on VMware NSX-T Edge VMs

When running VMware NSX-T with BGP and BFD and you are using Veeam backup, you may see BGP route flapping or BGP neighbor adjchanges or Down BGP Notification FSM-ERR.

Issue could be caused by Veeam backup, which is creating a snapshot of your NSX-T edge VM in order to back it up.

Logs show something like:
2020-12-20T20:38:05.278Z| vcpu-0| I125: Checkpoint_Unstun: vm stopped for 142898 us
2020-12-20T20:35:05.806Z| vcpu-0| I125: SnapshotVMXTakeSnapshotComplete: Done with snapshot 'VEEAM BACKUP TEMPORARY SNAPSHOT': 153

Router logs show something like:
date=2020-12-20,time=20:35:10,devname="fwdev01",logid="0103020300",type="event",subtype="router",level="warning",vd="dev",eventtime=693310,logdesc="BGP neighbor status changed",msg="BGP: %BGP-5-ADJCHANGE: neighbor 172.23.39.35 Up "
date=2020-12-20,time=20:35:10,devname="fwdev01",logid="0103020301",type="event",subtype="router",level="warning",vd="dev",eventtime=693310,logdesc="Routing log",msg="BGP: 172.23.39.35-Outgoing [DECODE] Open Cap: unrecognized capability code 73 len 8"
date=2020-12-20,time=20:35:10,devname="fwdev01",logid="0103020301",type="event",subtype="router",level="warning",vd="dev",eventtime=693310,logdesc="Routing log",msg="BGP: 172.23.39.35-Outgoing [DECODE] Open Cap: unrecognized capability code 69 len 4"
date=2020-12-20,time=20:35:06,devname="fwdev01",logid="0103020300",type="event",subtype="router",level="warning",vd="dev",eventtime=693306,logdesc="BGP neighbor status changed",msg="BGP: %BGP-5-ADJCHANGE: neighbor 172.23.39.35 Down BGP Notification FSM-ERR"
date=2020-12-20,time=20:35:06,devname="fwdev01",logid="0103020301",type="event",subtype="router",level="warning",vd="dev",eventtime=693306,logdesc="Routing log",msg="BGP: %BGP-3-NOTIFICATION: received from 172.23.39.35 6/2 (Cease/Administratively Shutdown.) 0 data-bytes