Hello,
I have questions:
It looks like there is an RD Gateway involved since you are allowing 443 traffic.
Are you using an RDS Farm (Broker, RDWeb) or just a standard RDP from Client to a target with a gateway address?
What is the Windows 11 build number? Edition?
What is the Windows operating System of your RD Gateway?
What do the RD Gateway logs report when the connection fails? eventvwr.msc > Application and Services Logs > Microsoft > Windows > TerminalServices-Gateway (admin/Operational).
Thanks!
Nouri