How to fix slow connection to terminal farm via RD Gateway from Windows?

Question

Windows

When connecting clients through the gateway, the connection takes at least a minute, in many cases clients receive the following errors: . There are no errors in the server logs. Connecting to RDG not directly, but through VPN Continent AP, when connected on the client, access to all resources outside the VPN is blocked. At the same time, clients connect to the same servers through the same gateway from the RD Client application on Android without problems and almost instantly, the profile loading screen appears after 3-4 seconds from the moment the connection is opened. What's stopping the client side on a Windows PC from connecting as quickly?