RDS 2019 application proxy externally

I have setup a RDS 2019 environment with the following roles.

- RDS Gateway and Web Access on one server

- Connection Broker

- 2 Remote Desktop session host servers

- RD licensing server on DC

- Application proxy on ADConnect

- Outbound ports are open to Azure AD

I followed this document.

https://docs.microsoft.com/bs-latn-ba/azure/active-directory/manage-apps/application-proxy-integrate-with-remote-desktop-services

When i log in internally to office 365 and open the On-premise application for remote desktop everything works fine

When i log in externally to office 365 and open the on-premise application for remote desktop i get the error "The computer can't connect with the external computer because authentication with the firewall is failed. Because the references from the firewall are missing".

There seems something is wrong in the firewall, but i configured the outbound ports. Do i configure more in the firewall for this ? Am i missing something else ?