Hi,
Thank you for posting your query. According to your discription, here are some hints you can try to fix it.
You should make sure you allow the redirection on the RDGateway Connection Authorization Policy directly.
Edit Group Policy\ Computer Configuration \ Administrative Templates \ Windows Components \ Remote Desktop Services \ Remote Desktop Session Hosts \ Device and Resource Redirection \ Do not allow clipboard redirection
Here are some related links you can refer to.
Copying local files to an RDP session through RD web access
https://social.technet.microsoft.com/Forums/en-US/b7fd54f6-baf4-4624-8987-aec971d681dd/copying-local-files-to-an-rdp-session-through-rd-web-access?forum=winserverTS
Fix – Unable to Copy and Paste to Remote Desktop Session
https://www.technipages.com/unable-to-copy-and-paste-to-remote-desktop-session
Best Regards,
Grace
---If the suggestions above are helpful, please ACCEPT ANSWER. Really appreciate. This will also help others with similar issue to find this post quickly. ---