unfortunately this is not possible as far as we know. The remote desktop gateway doesn't like port forwarded connections and from what we know, these kinds of connections will fail.
I'm sorry to be the bearer of bad news.
Aww, that's a shame. :(
I looked around on the forum but I couldn't find anything about this. I have a situation where I need to connect to a secure gateway first and then connect to an RDP Gateway. Basically the secure gateway gets me onto a network that is allowed to talk to the RDP gateway, then the RDP gateway lets me get to various servers behind it. How can I accomplish this? I tried just setting both the Secure gateway and the RDP gateway, but it connects to the secure gateway and then times out. Is what I'm trying to do possible?