Your environment uses an RD Gateway and Server1 is accessible via Remote Desktop Services through that gateway. To configure a Remote Desktop connection to route through the RD Gateway, which Remote Desktop setting must you configure?
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Correct answer: Connect from anywhere.
Why this is the answer
To configure a Remote Desktop connection to route through an RD Gateway, you must select the "Connect from anywhere" option. This setting, found under the "Advanced" tab in Remote Desktop Connection (mstsc.exe) settings, allows you to specify the RD Gateway server address and logon method. Without this configured, the client attempts a direct connection, which would fail if Server1 is behind a firewall or NAT and only accessible via the gateway. "Server authentication" deals with verifying the identity of the remote server, not how the connection is routed. "Connection settings" is a general tab and doesn't contain the specific RD Gateway configuration. "Local devices and resources" configures what local resources (like printers or drives) are available during the remote session, unrelated to the connection path.
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