Environment
NetIQ Privileged User Manager 2.4
Situation
Using RDPRelay with NetIQ Privileged User Manager 2.4 the authentication to the RDPRelay interface via Internet Explorer is successful. When selecting the Remote Desktop session, the Windows login can be seen to begin authenticating the user with credentials passed by PUM (NOTE: The credentials are never seen, but the Windows login process begins), then the RDP session via RDPRelay seems to crash, leaving a black screen.
Resolution
The product documentation states that for RDPRelay, Internet Explorer 9.0 or later (IE9 or later). In this case the browser being used was IE 8. Trying a newer version of IE resolved the problem.
Additional Information
Here is the link to the product documentation showing the supported versions of browsers with PUM