Hello @manodha daham dias ,
Thanks for your query.
1.What's your RDS environment?
2.This issue seems to be caused by 3rd party load balancing.Pls try to Create a Remote Desktop Gateway Server Farm with Network Load Balancing rather than non-Microsoft load-balancing devices to see whether it works.
Create a Remote Desktop Gateway Server Farm: http://technet.microsoft.com/en-us/library/cc732370.aspx
Http transport: IN channel could not find a corresponding OUT channel: https://social.technet.microsoft.com/Forums/zh-CN/5925c7d8-2b3f-49e6-b3fc-6a4a6a1f02cd/http-transport-in-channel-could-not-find-a-corresponding-out-channel?forum=winserverTS
3.Did you connect to the gateway with using a web browser? You would connect to using the gateway using MSTSC, or using a RDP file.
RDS 2012 – Configuring a RD Gateway Farm: https://ryanmangansitblog.com/2013/03/31/rds-2012-configuring-a-rd-gateway-farm/
Best regards,
Leila
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