RD Gateway Bypass and Windows 10

Hi,

I have an RDS 2012R2 environment with the option to bypass the gateway for local connections enabled. It works great until you try and access from a Windows 10 client. We have Azure MFA securing the apps and this is kicking in inside the network for windows 10 clients only, 7 and 8\8.1 clients are bypassing the gateway correctly and are not receiving the additional auth step.

The only item I see in event viewer on the gateway is this

The RD Gateway client supports HTTP proxy protocol but connected using Legacy RPC-HTTP.

If you authorise the MFA request it functions correctly.

I'd appreciate any advice or assistance with this.

Thanks