I will suggest you to enable the diagnostics to gather the logs during the connection and more details over here to setup this - https://learn.microsoft.com/en-us/azure/virtual-desktop/diagnostics-log-analytics?toc=%2Fazure%2Fvirtual-desktop%2Fremote-app-streaming%2Ftoc.json&bc=%2Fazure%2Fvirtual-desktop%2Fbreadcrumb%2Ftoc.json
Also check this guidance doc for setting up the App Streaming - https://learn.microsoft.com/en-us/azure/virtual-desktop/remote-app-streaming/identities
Hope this helps.
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