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Detailed debugging of the Local UI service can be done by inspecting the remote agent log file(s), specifically %programdata%\Connexion.Integrator\logs\Integrator.RemoteAgent.txt. Debugging of the Local UI application can be done by inspecting the %programdata%\Connexion.Integrator\logs\RemoteAgent.LocalUi.txtfile on the Local UI host.
The Local UI will cache credentials when connecting to a remote agent hosted on another machine. It will not cache credentials if connecting to a remote agent hosted on the same machine. This allows multiple different users RDPing into the remote agent host to supply proper credentials.