Publish Remote Desktop with Azure Active Directory Application Proxy Problem

Question

I am stuck in the process of publishing my RDS Farm via Azure Active Directory Application Proxy. Finally when i want to launch the RDP file to launch my desktop via the RDP file it gives me an auth failure:

I put a webproxy between me and the internet to see what goes wrong (using burp suite) and see the following error:

So the reason of failure: Unauthorized and when I try to Authorize (via negotiate) as asked by the MS proxy it says service unavailble 503. Strange part is: I had this working yesterday with the same setup!!! AFter a shutdown of all components (dc, rds, sessionshosts) it doest not work anymore.

MY SETUP

I did create two Application Proxy's on Azure:

App one --> this is for the RDWEB

BASIC SETTINGS

internal URI: https://<my_rds_host>.<mydomain>.local/rdweb/

external URI: https://rdswebproxy-<tenant_name>.msappproxy.net/rdweb/

Pre auth: Azure Active Directory

Advanced SETTINGS

All options OFF

App two --> this is for the rpc (gateway)

Basic

internal URI: https://<my_rds_host>.<mydomain>.local/rpc/

external URI: https://rdswebproxygw-<tenant_name>.msappproxy.net/rpc/

Pre auth:Passthrough

Advanced settings

All options OFF except transate URLs in headers; that option is on.

My RDS gateway/web/connection broker are installed one server

The on prem gateway settings:

IIS settings:

Answer 1

I used the following guide:

https://parveensingh.com/publish-rds-environment-with-azure-ad-application-proxy/

Answer 2

Issue has been resolved! I created an Enterprise Application via:

Azure Active Directory --> Enterprise applications --> New application --> Add an on-premises application.

Which is not working correcly, you get an error while opening RDP. I saw this because the homepage is not correct! it's like: https://account.activedirectory.windowsazure.com:444/applications/default.aspx?metadata=blabla and it should be like: https://<yourcustomname>-<yourtenant>.msappproxy.net/rdweb/.

So it is very important that you create a Enterprise Application via:

Azure Active Directory --> Application Proxy --> Configure an app.

Also, the 401 and 503 above I saw in burp suite are misleading as those errors ONLY show up because i have a proxy in between.