When implementing Remote Desktop Gateway (RD Gateway) solutions in enterprise environments, proxy-related authentication issues frequently emerge as a major connectivity blocker. The specific error message "Your computer can't connect to the remote computer because the web proxy server requires authentication" indicates the proxy server is intercepting and challenging the RDP traffic.

Standard RDP over port 3389 gets blocked by many corporate firewalls, which is why we use RD Gateway on port 443. However, when clients sit behind authenticated proxies:

1. The initial HTTPS tunnel setup gets intercepted
2. Proxy demands credentials before forwarding traffic
3. RDP client doesn't support proxy authentication natively

Option 1: Configure RDP Client Proxy Settings (When Possible)

// Sample RDP file configuration with proxy settings
redirectcomports:i:1
redirectprinters:i:1
devicestoredirect:s:*
drivestoredirect:s:*
gatewayhostname:s:rdg.yourdomain.com
gatewaycredentialssource:i:4
gatewayusagemethod:i:1
proxyhostname:s:proxy.clientdomain.com
proxyport:i:8080
proxyusername:s:domain\user
proxypassword:s:encryptedPassword

Option 2: Tunneling Through Proxy via SSH (Technical Workaround)

# Create SSH tunnel through authenticated proxy
ssh -o "ProxyCommand=nc -X connect -x proxy:3128 %h %p" \
    -L 33389:target_rdp_server:3389 \ 
    jumpuser@rdg_gateway

For organizations needing reliable access:

• Implement Azure AD Application Proxy for RDS
• Deploy a Cloudflare Tunnel as reverse proxy
• Use Always On VPN with certificate-based authentication

Essential tools for troubleshooting:

// PowerShell check for proxy detection
$proxy = (Get-ItemProperty -Path 'HKCU:\Software\Microsoft\Windows\CurrentVersion\Internet Settings').ProxyServer
Test-NetConnection -ComputerName rdg.yourdomain.com -Port 443

// Network trace example
netsh trace start scenario=InternetClient_dbg capture=yes tracefile=C:\temp\rdp_proxy.etl

Remember that some corporate proxies may require special header injection. In such cases, middleware solutions like NGINX or HAProxy can help reshape the traffic.

When implementing Remote Desktop Gateway (RD Gateway) solutions in enterprise environments, proxy authentication requirements often create connection barriers. The Windows RDP client (mstsc.exe) doesn't natively support proxy authentication credentials in its connection sequence.

The standard RD Gateway connection path works like this:

Client → Web Proxy (if present) → RD Gateway (443) → Target Server (3389)

The critical failure point occurs when the proxy intercepts and requires authentication before allowing the HTTPS tunnel to the RD Gateway.

Method 1: Proxy Auto-Config (PAC) Bypass

Create a PAC file that directs RDP traffic to bypass proxy authentication:

function FindProxyForURL(url, host) {
    // Bypass proxy for RD Gateway connections
    if (dnsDomainIs(host, ".yourgatewaydomain.com")) {
        return "DIRECT";
    }
    return "PROXY yourproxy:8080";
}

Method 2: Registry-based Proxy Configuration

For managed environments, push these registry settings:

Windows Registry Editor Version 5.00

[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings]
"ProxyEnable"=dword:00000001
"ProxyServer"="proxyserver:8080"
"ProxyOverride"="*.yourgatewaydomain.com;localhost"

Method 3: RDP File Modifications

Add these parameters to your RDP connection file:

gatewaycredentialssource:i:4
gatewayusagemethod:i:2
gatewayhostname:s:yourgateway.domain.com
gatewayaccesstoken:s:your_token_here

For environments where you control the RD Gateway server:

# NGINX proxy configuration example
server {
    listen 443 ssl;
    server_name remoteservice.yourcompany.com;

    ssl_certificate /path/to/cert.pem;
    ssl_certificate_key /path/to/key.pem;

    location / {
        proxy_pass https://rdgateway.internal:443;
        proxy_set_header Host $host;
        proxy_ssl_verify off;
    }
}

For large-scale deployments, consider these PowerShell automation snippets:

# Mass deploy RDP connection settings
$servers = Get-Content .\serverlist.txt
foreach ($server in $servers) {
    Set-RDClientAccessName -ConnectionBroker $server 
        -ClientAccessName "remoteaccess.yourdomain.com"
    
    Set-RDGatewayConfiguration -ConnectionBroker $server 
        -GatewayMode "Custom" 
        -LogonMethod "Password" 
        -UseCachedCredentials $true
}

When dealing with strict proxy environments, test connectivity first with:

Test-NetConnection -ComputerName rdgateway.yourdomain.com -Port 443