RPC Error: Your connection was denied because of a resource access policy (TS_RAP). Please contact your server administrator (2147965402)
The error occurs because under the apps 'Remote Desktops' and 'Gateways' settings both were pointing to the same hostname (i.e work.alexheer.co.uk). In my case, this is correct, as work.alexheer.co.uk resolves internally to my RDS Servers, and externally the name resolves to my RD Gateway server.
To get round this, under' Gateways' settings in the app, I set the gateway server as the public IP address instead.
I could then connect using the app.