So there’s two parts to this problem, one is requesting the certificate and the other is deploying it (i.e. using it in various services).
I’m assuming you managed to get the certificate OK, but when you deploy it (using the script etc) RDP Gateway doesn’t pick it up.
Buying a certificate won’t solve any problems as certificates for domains are all the same (they just have different issuers/expiry dates).
Given a successful certificate request it should be stored on your server in ‘Manage Computer Certificates’ (or similar, under Personal). I haven’t administered RDP Gateway myself but the basic task seems to be to tell the service which certificate to use, then restart the server. If you are contemplating buying a certificate you probably have a standard way to apply that manually, you should instead investigate how certificate can be applied using powershell, so that it can be applied automatically whenever the certificate renews. You can then modify the Post-request script to your requirements.