Connecting to Remote Desktop using proxy and Remote Desktop Gateway?

I have setup a Remote Desktop Gateway server using Windows Server 2012 R2. I am using the Remote Desktop Gateway as an intermediary between to provide the remote desktop session over 443 since 3389 is blocked at many client locations.
However, I ran into a problem with a client who's using a web proxy.
Is is possible to configure Remote Desktop to connect via web proxy? If so, how? If not does any one have any suggestions on how to provide a Remote Desktop session via 443 over proxy for situations where you don't control the client's PC or network? Does RemoteApps
allow for access via web proxy when using RD Gateway?
The error message is below:
Your computer can't connect to the remote computer because the web proxy server requires authentication. To allow unauthenticated traffic to an RD Gateway server through your web proxy server, contact your network administrator.
Thanks for any help!

Hi,
My suggestion is to setup a RD Web Access server and make it available for your clients via proxy.
Remote Desktop Web Access (RD Web Access)
http://technet.microsoft.com/en-us/library/cc731923.aspx
Thanks.
Jeremy Wu
TechNet Community Support

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