When successfully connecting, within the TerminalServices-Gateway log within Windows I see The user "steve.lyons@demo.lab", on client computer "10.1.20.29:52846", has initiated an outbound connection. This connection may not be authenticated yet.
Then immediately after I see The user "demo\steve.lyons", on client computer "10.1.20.29", met connection authorization policy requirements and was therefore authorized to access the RD Gateway server. The authentication method used was: "NTLM" and connection protocol used: "HTTP".
During unsuccessful attempts I only see The user "steve.lyons@demo.lab", on client computer "10.1.20.29:52846", has initiated an outbound connection. This connection may not be authenticated yet.