App-V enables each published application to run in its own self-contained virtual environment on the client computer. That means the application is running on the client side and the applications can still interact with the client computer.
While RemoteApp enables each published application to run in one user's session on the RDS server. That means the application is still running on the server instead of the client computer.
RemoteAPP is a function or feature in remote desktop services which needs RDWeb role so that the users can access the applications by the link of the web server. Web Application Proxy is under the Remote Access role and can make on-premises web resources available for external access while at the same time managing the risk of this access by controlling authentication and authorization policies on the AD FS.
Azure RemoteAPP integrates Azure with Remote Desktop Service. Remote Desktop Service and Azure AD Application Proxy work together to improve the productivity of workers who are away from the corporate network.
Please check below links for better understanding.
Web Application Proxy
Microsoft Azure RemoteApp
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