Few suggestion you can try:
You can try remove or unsubscribe all the the connections and re-add.
To avoid version issues of RDP client, I would recommend downloading the RDP app from learn.microsoft.com and not from the store.
I would also request to verify the required URL list if it's not getting to GCCH (https://learn.microsoft.com/en-us/azure/virtual-desktop/safe-url-list)
In case if wrong credentials are entered into the client which might have got cached. This might have created an authentication loop.
just to rule out this, completely remove the client and re-install and login with the correct credentials at the start.
Hope that helps.
Please 'Accept as answer' if the provided information is helpful, so that it can help others in the community looking for help on similar topics.