A perfectly functional RDS RemoteApp deployment (in Win 8 - 10) will give you a Login Failed password prompt when launching an app from the web portal.
Your primary suspect should be HTTP Redirection in IIS. Turn it off!
To bump people from the default HTTP site to RDWeb use the following html file customised with your domain.
<html>
<head>
<title>RDWeb redirect</title>
<META http-equiv="refresh" content="0;URL=https://remote.EXAMPLE.co.uk/RDWeb/">
</head>
<body bgcolor="#ffffff">
<center>Forwarding you to https://remote.EXAMPLE.co.uk/RDWeb/ <a href="https://remote.EXAMPLE.co.uk/RDWeb/"> https://remote.EXAMPLE.co.uk/RDWeb/</a>
</center>
</body>
</html>
