Hi,
Below post seems similar with your issue.
https://social.technet.microsoft.com/Forums/ie/en-US/c24a615a-a388-44d3-aa99-b940eedb12d8/rdp-on-androidios-issues-error-0x3000008-we-couldnt-connect-to-the-gateway-because-of-an-error?forum=winRDc
The answer mentioned "The problem comes from the fact that the RDP client (MAC, iOS, Android...etc) uses absolute URI in the SSL tunnel. WAP server supports only relative URI. Absolute URI support has been added to Azure AD Application Proxy recently. If it's possible it is recommended you should use Azure AD Application Proxy. The Product Group team has been informed about this and is working on finding a work-around. But at the moment we don't have plans on fixing the issue in WAP (2016)."
Have you tried to skip the HAProxy and directly connect to the RD Gateways ? Does the issue persist?
Thanks,
Eleven
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