RDS 2012 R2 Gateway two RD SH collection not authorize for application

I have following setup :

I have following setup :

One RDS GW server based on windows 2012 R2

Two RDS CB (HE) and  two  RDS WEB servers  ( NLB).

I have  two RDS SH collections  Exchange  has two distinguished application published..  RD WEB applications are publish, and setup to be available through RD GW.

 Let Say following applications are published through RD WEB :

Application Notepad :  Available on both RD SH collections.

Application Calc :  Available on both RD SH collections.

Application A :available only on  RD SH A Collection.

Application B : available only on RD SH B Collection.

Situation is following :

I access RD Web portal remotely. I can not use direct RDP protocol.  I open application on RDWeb  like Notepad  on   RD  SH A collection.  The I  open  another application calc published  on RD SH B collection, but it open it on RD SH A collection. But I have explicitly  click on  CACL published on RD SH B.

Now if I try to open application B, it will not open it, and it will say that I’m not authorized.

We can revers process and try cith application on  RD SH collection B; and  I will not be able to open application exclusively published on   RD SH Collection A.

But if I save RDP file,  and  modify that connection string, that does not use Connection broker and connect directly to RD SH server through GW, it work.