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An error is generated when connection to RDS Proxy: Please prepare credentials before connecting
This error is generated starting Artica 4.30 Service Pack 285. It is not an error but a feature.
To resume, clients are not allowed to display the login reverse RDP proxy screen if they did not prepare their account and password inside their TSE client parameter.
On the remote Desktop client, they need to:
Windows will ask the password to the user before sending credentials to the Gateway.