So decommisioned my WVD environment and deploying a new fresh AVD environment in my demo/test lab.
Process all works great, internally I can RDP into my AVD machine.
Trying to connect externally via the APP or browser and it throws errors.
Browser: We couldn't connect to the remote PC because of a security error. If this keeps happening, ask your admin or tech support for help.
Full client: Your remote desktop connection failed because the remote computer cannot be authenticated. Your computer's settings do not allow connection to this remote computer because it cannot be identified. Either it is running a version of Windows that is earlier thank Windows Vista, or it is not configured to support server authentication.
I tried changing the CREDSSP settings in AVD, no luck.
Checked MFA and all authentication is working fine.
Can RDP directly to the machine in Azure with the same account used externally.