I had similar issues with older citrix clients, I upgraded clients using the latest XenAppWeb.msi and it resolved all issues, I think older citrix clients are not proxy friendly.
I'm running the latest build 126.96.36.199.0 and have the same problem on all Citrix sessions. What is interesting is we are running Proxy HA and if my users hit the VIP they don’t connect however if my users are hard coded to hit the Individual IP of the Appliance ( doesn’t matter which one) they can connect.
- And yes I have updated the XenApp.
- I have whitelisted the URL sites
- I have whitelisted URL IP address of Citrix sites.
- tcpdump which shows its not even hitting the VIP.
- And yes this was an existing problem on all previous builds.