Hi
On the the server that holds the RDS Session Host server role, you have to edit the local policy.
1. Logon to the RDS Host server.
2. type gpedit.msc and click enter.
3. Navigate to [Administrative Templates\System\Credentials Delegation]. Choose: -Allow delegating default credentials - Enable -Add servers to the list: TERMSRV/externalname.domain.com -Concatenate OS defaults with input above - Checked.
4. Open CMD as an administator and type: Gpupdate /force
5. Logout from the page, close it. Open a new browser and try again.