I found an article that shows how to remove the Unknown Publisher warning. See Here.
The suggested GPO setting is below. But so far, I cannot get an instance to not show the publisher warning. Any suggestions?
Computer Configuration/Administrative Templates/Windows Components/Terminal Server/Remote Desktop Connection Client
Enabled "Specify SHA1 thumbprints of certificates representing trusted .rdp publishers" policy and entered SHA1 thumbprint from the certificate >for example, that is " bb e6 3e a6 7f 9c 46 9f 5a d4 e8 1d d4 44 e1 84 02 86 51 e0"
(opened Certificate mmc > double clicked on the customer's certificate "xxx.xxx.com" > clicked on the "detail" tab > searched for thumbprint as " bb e6 3e a6 7f 9c 46 9f 5a d4 e8 1d d4 44 e1 84 02 86 51 e0" > copied it and saved on a notepad.)
