We followed this Microsoft guide to protect the RDwebclient we setup on windows 2022 with azure application proxy: https://learn.microsoft.com/en-us/entra/identity/app-proxy/application-proxy-integrate-with-remote-desktop-services
This is working perfectly when using the RDwebclient and starting the connection in the browser. But when downloading the RDP file we get an error upon connecting: "Your computer can't connect to the remote computer because authentication to the firewall failed due to missing credentials"
We have read almost every post online about this topic and tried everything mentioned, but no luck. We've tried changing the application proxy from pre-authentication to passthrough. Tried 2 enterprise applications: one for /RDweb, one for /RPC. We also tried internet mode in edge, but again no luck.
Is the documentation just outdated/faulty? Did anyone get this working? How?
