Consider a RDS remoteapp deployment on 2016 or 2012 R2 platform, running RDS GW, connection broker and hosts roles. Certificate is a wildcard cert, and split DNS is implemented.
In order to resolve the naming mismatch warning when connection remote, we can carry out the following config change:
Download the set-publishedname.ps1 script from https://gallery.technet.microsoft.com/Change-published-FQDN-for-2a029b80
From an elevated Powershell, run
.\Set-RDPublishedName.ps1 -clientaccessname my.publicfqdn.com -connectionbroker my.localfqdn.local
Then in RD GatewayManager, add the public servername in the locally stored computer group “RDG_RDCBComputers” by right-clicking on resource authorization policies, select properties and network resources.
Update 10.16.2022: The technet gallery script seems to be gone, but here is another variant from a github repository that works for me:
https://github.com/dwj7738/My-Powershell-Repository/blob/master/Scripts/Set-RDPublishedName.ps1
Update 10.10.2023: I can confirm this to be working also on Windows server 2022 😊