When attempting to connect with the Omnissa Horizon Client, an The Connection Server authentication failed error similar to below can occur when an anti-virus or firewall application blocks the connection:
Temporarily disabling any of these apps and connecting with the Horizon Client again may solve the problem. Then, re-enabling the software and ensuring the Omnissa Horizon client is authorized will usually bypass this error in the future.
Examples are available at Antivirus executable exclusion list for Omnissa Horizon.