Need help getting Remote desktop server farm completely configured

If you fire up and RDP client and simply try to connect to an RDGateway server and the server is configured to allow remote desktop connections (even for administration) the you will be connecting to the RDGateway server. This is because you are connecting on the port that the RD service is listening on, which is 3389.

RDGateway, on the other hand, tunnels traffic over port 443. Which means the RDGateway service *listens* on port 443. To connect to another server behind RDGateway, you must use an RDP client that is RDGateway aware, and you must fill out the gateway paramaters in the settings of the RDP client.

The RDWeb service constructs an .rdp file with both the server and RDGateway settings properly populated in a way that new versions of Microsofts RDP clients can understand. Older clients will ignore the RDGateway settings, as will many 3rd-party clients.  RDWeb is not required though. As I mentioned, it just automates the creation of the .rdp files which is simpler for many end users.

So yes, you can certainly use RDGateway to connect to other servers behind the gateway, and also connect to the gateway service itself for administration. You just have to know the appropriate settings and use a compatible RDP client for this all to work as expected.

I have to get port 443 opened on the firewall.  That will take a day.  I'll get back as soon as I can test it again.

Sorry, I got sent out of town for a while.  I still need help getting this figured out.  According to the documentation I've read, when you connect using the rdp client and specify the gateway protocol it's supposed to come back with the gateway host and the name of the host that it's passing the connection off to.  I only get the name of the gateway host, and that's the host it connects to.  Port 443 is open on the external firewall.  I've got all of the hosts setup as per specifications (I think, but obviously not).  So I'm not sure where to go next to troubleshoot this.

So in my example above.  The .rdp file would ask to connect to server3 (the rdp host and using the internal fqdn not the external one), but it would specify a gateway protocol that pointed to server2 (gateway server).

I tried doing it that way and I got the connection screen I was expecting, with the server name I'm connecting to and the gateway name as well.  While that gets me connected to server3, I'm not sure that I'm going through the connection broker to establish the connection to the server pool.  The reason I'm suspicious is that when I have a session established, it doesn't show up in the server manager as a connection.  How do I specify to connect to a server group?

Cliff gave excellent advice.  It helped get me much further.  However the final problem that resolved this was quite different. I felt it was important to make sure the full story was told.