We have many devices that can connect fine to our RDS environment (Server 2012 R2) including, android phones, mac's, and PC's. We received a Surface Pro to test with and it cannot connect to our RDS environment through external networks (Oh the irony!). I've tried using a USB nic, applying all updates to no avail. I'm reluctant to do anything server side as every other device works fine.
I can connect to the web server from the outside and see the desktop collection as well as the RemoteApps after logging in. It also prompts me for credentials upon connecting, but gets no further. I can even add them as Work Resources, or view them through the App.
From Gateway: The User "" on client computer "", has initiated an outbound connection. This connection may not be authenticated yet.
This is the only messaged logged on the gateway, however when I get a successful connection there's around 10 or so events.
On the Surface Pro 3:
Remote Desktop can't connect to the remote computer for one of these reasons: