I built a new RDS farm and have the HTML5 webclient set up behind an Azure App Proxy, that took some effort but it works great. We're publishing RDP links as RemoteApps and they work in the browser but when trying to save the RDP links and run them locally, I get:

> Your computer can't connect to the remote computer because authentication to the firewall failed due to missing firewall credentials, To resolve the issue, go to the firewall website that your network administrator recommends, and then try the connection again, or contact your network administrator for assistance.

Documentation on this is pretty thin. There is a guide to setting up the app proxy with RDS and following it precisely is how we got to where we are. Research on it only turns up things from 3-4 years ago when the answer was to use IE11 with an ActiveX control which isn't a viable solution in the end of 2024, obviously. I found this, this, and this series all referenced in other Reddit threads and things but none of them got anywhere.

Has anyone tried and got this to work?