Scenario: Outlook client setup using Azure Remote App. A Hyperlink is included in an email. Currently the link is opened using a browser on the Remote App server. Is there a way to redirect this link to a local browser on the user's PC using a group policy or something else?
What you are looking for is called file-type associations which work both ways (e.g.: local PDF file opens in Azure RemoteApp or as in your case, Azure RemoteApp external URLs are opened in local browser).
Currently, neither of these are supported for Azure RemoteApp, but you can vote here: http://feedback.azure.com/forums/247748-azure-remoteapp/suggestions/5960208-ability-to-create-file-type-associations and we are actively reevaluating our priorities.
Disclaimer: I work on Azure RemoteApp :)