I have just finished setting up RDS 2012R2 and on the domain all prompts have been corrected by GPO. I was informed by this article
https://social.technet.microsoft.com/Forums/windowsserver/en-US/f47bcba9-67bf-45d0-af3f-fd9b9982ee2a/do-you-trust-the-publisher-of-this-remoteapp-program-prompt-even-though-the-publisher-is-trusted?forum=winserverTS
that a prompt on a non domain computer for the publisher is by design for security.
If this is not the case i would love to know.
But my real question is i do not receive an option to don't ask again. What can i do to get rid of this prompt?
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