Noobie first line here, we've got a jumpbox server that we use to connect to all of our RDP's. In TS/X, what should I be configuring in order to reflect this I can't really seem to figure it out.
Please have a look at the following blog post, which should explain what you are looking for.
Furthermore, you should also be able to achieve this task by using the PuTTY-based terminal plugin (Royal TS for Windows).
I hope this helps!