Ok, this was a really boneheaded move by me. When I created the
connection inside the guacamole gui I put the IP address of the RDP
server I wanted to connect to in the hostname field for the guacd
proxy. Completely my fault, and once I put the RDP ip address in the
correct hostname field everything worked.
I wonder if the logging could be enhanced to say somewhere what
address its failing to connect to (either the proxy address or the
guacd address). If I had seen my RDP servers IP address as the guacd
server I would have immediately understood the problem.