A public IP for ADFS WAP points to ADFS/RDS as well.
Create a Relying Parth Trust.
Create WAP Application.
Add-WebApplicationProxyApplication -Name 'rdweb' -ExternalUrl 'https://th-rds.mfalab3.com/rdweb/' -BackendServerURL 'https://th-rds.mfalab3.com/rdweb/' -ExternalPreAuthentication ADFS -ADFSRelyingPartyName rdweb1 -ExternalCertificateThumbprint '67D438BDDBB455E53CA83D6F5DEC34CC546F711A'
Important: Change authentication method to “Windows”.
https://social.technet.microsoft.com/Forums/office/en-US/999f56fa-a218-41b0-86ee-2845269d93ef/rdweb-authentication?forum=winserverTS