Hi,
In general, patch the system fully with newest update is recommended, it is helpful for resolving some known issues and improving the performance.
Besides, I want to confirm with you wether or not you have checked "bypass RD gateway server for local addresses" in RD Gateway setting. According to below thread, it did the trick.
https://social.technet.microsoft.com/Forums/en-US/97c2f557-c6b8-4a65-92e5-080ef7915437/rds-remoteapp-takes-a-long-time-to-launch?forum=winserverTS
Please also make sure that your session host which holds applications have enough free resources, once problem happens, please log on session host directly and open Task Manager – Resources, check network, ram, memory and disk usage.
If possible, please try to reduce the session number on session host, confirm that if slow problem is related to increasing session number.
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Hope this helps and please help to accept as Answer if the response is useful.
Thanks,
Jenny