Hi,
Thanks for your update but I failed to find any official document indicating the specific Radius protocol used with RD Gateway.
However with internal searching, there is one statement mentioning:
MFA server only support PAP and MSCHAPv2 when acting as a Radius server.
So in this case, I would suggest you contact Microsoft Customer Support, where you would get a more satisfying explanation and solution with further investigation.
You may find phone number for your region accordingly from the link below:
Global Customer Service phone numbers
https://support.microsoft.com/en-us/gp/customer-service-phone-numbers/en-au?wa=wsignin1.0
Thanks,
Jenny