I know this post is quite old now but I missed it before. Just to be clear, TCP port 4100 is not required between Security Server and Connection Server and therefore does not need to be opened in any external firewall. It is for JMS Inter router traffic which is only used between multiple Connection Servers on the internal network. See VMware KB: Network connectivity requirements for VMware View Manager 4.5 and later
This problem will be caused by the DMZ backend firewall ports not being correctly set and is unrelated to JMS IR 4100 traffic. See http://pubs.vmware.com/view-52/topic/com.vmware.ICbase/PDF/horizon-view-52-architecture-planning.pdf table 5-2 for the full list of DMZ backend firewall rules needed and this quite rightly does not include TCP 4100.
Mark
