I recently Sysprepped and cloned an existing RDS Session Host from a collection and created two new servers

Upon adding the new Session Hosts to the RDS Gateway ( Without adding them to the collection ) my RDP Users started getting error below

Changing the Allow Connections on the servers from True to False fixed the issue

The RDP files has the Collection name inside them so there should be no reason for it to connect to Session hosts outside the collection

loadbalanceinfo:s:tsv://MS Terminal Services Plugin.1.%Collection_Name%

In the end I had to join both the servers to the RDS collection , then removed them and this fixed this issue. I am guessing there was still some lingering config on those machines that told the RDP gateway they were still part of the Collection when they were not.