Microsoft Remote Desktop

I have an R7400 AC2600 Nighthawk Router.  Everything works great except for Microsoft Remote Desktop. I connect fine to the Sonicwall Mobile App to my work VPN.  Then I go to remote desktop and it gives me an errorcode:  0x204.  Outside of the router it connects fine.  I went into the Nighhawk app and I don't see a setting to open up remote desktop connects.  Do you have any recommendations?   Any help would be appreciated. 

Thanks and God Bless.