Hello @James Walls
Could you please provide the RDS overview screenshot like below? And what's the OS version of your server?
Often there may be proxy settings, firewall, routing, DNS issues, etc., that will block proper communication between client and RD Gateway.
On the firewall, TCP port 443 and UDP port 3391 need to be forwarded to the RDG server.
The FQDN you use needs to match the name on the certificate used for the RD Gateway, and the certificate must be trusted by the client PC.
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Best Regards
Karlie