DELL Wyse 3040 RDP Connection Failed

Hello,

I have here a DELL Wyse 3040 with Wyse ThinOS (8.6_511), a DELL Wyse Management Suite 2.1 and a Microsoft Terminal Server Cluster and Terminal Server Broker (Windows Server 2019)

In the DELL Wyse Management Suite, I selected "Direct RDP Connections" and entered our Terminal Server Broker under "Hostname of IP Address". I also checked "Use Terminal Server Gateway" and entered the hostname of the Terminal Server Broker under "RD Hostname or IP Address".

Unfortunately, the DELL Wyse 3040 now only displays the error message "Connection Failed". (see photos).

What could be the reason for this?

With kind regards
weltgoldstrider