A subnet for the Gateway is needed.
For example:
Subnets -
Now select "Subnets" and click on the "Gateway subnet" on the righthand side of the screen.
![AZ-140_50E_1.jpg related to the Microsoft AZ-140 Exam](/static/microsoft/AZ-140_images/AZ-140_50E_1.jpg)
Edit the settings, and then click "OK".
![AZ-140_50E_2.jpg related to the Microsoft AZ-140 Exam](/static/microsoft/AZ-140_images/AZ-140_50E_2.jpg)
Reference:
https://www.policypak.com/resources/pp-blog/windows-virtual-desktop/