How to solve the access error?

Question

Active Directory

Windows Server 2008 R2
ActiveDirectory with profile pull-up External
connections go through the gateway, internal connections go directly

• if not closing the error, through the manager, run the same program everything works
  
• if you go to the desktop first and then run the program everything works
  
• it doesn't matter if the program is located locally or on a network resource
  
• no matter what program it is
  
• on all terminals at once
  

Tell me what could be the problem?

Answer 1

THE QUESTION IS DECIDED
Prohibited the launch of unpublished programs on the gateway, which is why everything was blocked on any connection except RemoteApp.

Answer 2

View in which policies the launch of programs is restricted, add exclusions.