RDP gateway credentials applied incorrectly

Remote Gateway credentials are applied incorrectly - it is not possible to use different credentials for gateway and target machine.

*Description:*

We have a RDP gateway sitting in one win domain (Master), and servers sitting in another win domain (Child) accessible only via this gateway.

*My configuration looks like this:*
Hostname: server.ChildDomain.com
Username: ChildUser
Password: ChildPassword
Domain: ChildDomain

Use Gateway: Always
Gateway Hostname: ourgateway.MasterDomain.com
Gateway Credentials: Use a different username and password
Gateway Username: MasterUser
Remote Desktop Gateway Password: MasterPassword
Gateway Domain: MasterDomain

When trying to connect, I get a window asking for credentials
These credentials will be used to connect to the following computers:
1. ourgateway.MasterDomain.com (RD Gateway server)
2. server.ChildDomain.com (remote computer)

Username: ChildDomain\ChildUser
Password: <empty>

I believe the window asking for credentials must be an error. The configuration is quite clear about the fact that I want to use different credentials for gateway AND the target machine. So whatever credentials I put in, the connection never happens.