I have little problem.
This is a new 2012R2 clean install with RD Gateway. The RD gateway works, but I get the credentials two times and then i been connected to the RD Host Session.
CAP en RAP is configured to allow connection to All network resources / users. Im using wildcard certificate.
In the eventviewer i see event id 209 - The RD Gateway client supports HTTP proxy protocol but connected using Legacy RPC-HTTP.
Have someone experience?