Your configuration looks correct. You will need to troubleshoot what is getting blocked. It's likely one of the following.

• Are DNS queried allowed from the UAG to the DNS server to resolve the connection server URL?
• Is TCP 443 allowed from the UAG to the connection server.
• Is TCP 22443 allowed from the UAG to the Horizon Agent.
• Verify the Blast/PCoIP tunnel is disabled on the connection server.
• Verify routing is correct from the UAG to the connection server/Horizon Agent.