VPN Portal RDP bookmark RDSserver collection

Hello Guys,

I'm trying to configure vpn connection for my users to RDS server 2012 r2. I have a collection with 4 servers 2012 r2.

I made a round robin dns to acces to this coillection and it works fine with mstsc.exe and forticlient but i want to use vpn portal on my fortigate 100D firmware v5.6.6 build 1630.

But it doesn't work when i create a bookmark. It fails during the login.

When i remove SSO configuration on bookmark server ask me login and password. I tried everything but i haven't solution. Have you any ideas to solve this problem ? Is there any issues with round robin dns and VPN portal bookmark.

Thank you for your advice