Launching Apps via RDweb Access not working

I have created a Windows Server 2012 VM on Azure in its own Domain, running Active Directory.

It is also the host for:
RD Gateway
RD Licensing
RD Web Access
RD Connection Broker

It has been configured for Remote Desktop Session access to launch published apps.

Here is an overview of the deployment: http://screencast.com/t/NCn8xGFrnzU5

The issue I am facing is this:

While logged inside the Azure VM that is hosting the applications, I can:
Browse to the 'RD Web Access' URL
Log in to the RD Web page
Successfully launch the published apps

Here is a video of me doing the above while logged onto the Azure VM: http://screencast.com/t/PxZTcXmEl

However, if I attempt to do the above steps on any other PC, we can browse to the 'RD Web Access' URL and log in to the RD Web page BUT, when I attempt to launch the application, I get the error "Remote Desktop can’t connect to the remote computer for one of these reasons..........." (screenshot)

Here is a video of me doing the above on my local machine: http://screencast.com/t/zjKlPcok9Fn

I have run the RD License Diagnoser and everything seems to be OK: http://screencast.com/t/3c6qNfWno1u

Can anyone provide any suggestions on what could be the problem, and how to fix it?
Estate_MasterAsked:
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Cliff GaliherCommented:
RDgateway *needs* a trusted certificate to work. Unlike a browser where you can choose to ignore certificate errors.

And I couldn't help but notice in your screencast that hour browser bar was quite red...aka certificate issues.
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Estate_MasterAuthor Commented:
Hi Cliff

Thanks for the suggestion, ill give that a try.

We were under the impression that you can set the self-signed certificate to be 'trusted' by saving it into the trusted root directory on the PC connecting to the VM (which we already have done) - is this not the case?
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Cliff GaliherCommented:
If you do it right, you can. But if you had done it right, your browser bar wouldn't be that red/warning color. It'd be white like it is with other trusted SSL secured sites.
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