Unable to Access Azure Virtual desktop via Microsoft Remote desktop (MacOS)

Can login to a session host via Azure bastion, HTML5 browser however i am unable to access via Microsoft Remote Desktop App (10.6.7, most latest on the App store). Get the below message,

We couldn't connect to the Remote Desktop Gateway because of an internal error. If this keeps happening, contact your network administrator for assistance.

Error code: 0x3000015

Any help on how to get around this?