Problem
Can’t connect to Lync MCX service. Http Error 403 Forbidden, Lyncdiscover Http Authentication Test failed when testing https:///Mcx/McxService.svc
Also get Authentication Test failed from http://www.testocsconnectivity.com/
Solution
Error was the TMG rule
The error here says that the Credentials for the request to the site were deleted. It also explains how no delegation is set and user authentication isn’t enabled. Of course this needs to be enabled!!!
Smarter Together 
