When clicking in links in published application I get the error something unexpected went wrong with this url. the system cannot find the path specified.

The path for iexplore.exe in the registry changes needed for this to work was changed in Version 2003. 
to "C:\Program Files (x86)\Citrix\HDX\bin\iexplore.exe" So the correct registry changes are as follows: 

--  Reg file start --

    Windows Registry Editor Version 5.00
    [HKEY_CLASSES_ROOT\ServerFTAHTML\shell\open\command]

    @="\"C:\Program Files (x86)\Citrix\HDX\bin\iexplore.exe\" %1"
    [HKEY_LOCAL_MACHINE\SOFTWARE\Citrix\ServerFTA]

    @="ServerFTA"
    [HKEY_LOCAL_MACHINE\SOFTWARE\Citrix\ServerFTA\Capabilities]

    "ApplicationDescription"="Server FTA URL."

    "ApplicationIcon"="C:\Program Files (x86)\Citrix\HDX\bin\iexplore.exe,0"

    "ApplicationName"="ServerFTA"
    [HKEY_LOCAL_MACHINE\SOFTWARE\Citrix\ServerFTA\Capabilities\URLAssociations]

    "http"="ServerFTAHTML"

    "https"="ServerFTAHTML"
    [HKEY_LOCAL_MACHINE\SOFTWARE\RegisteredApplications]

    "Citrix.ServerFTA"="SOFTWARE\Citrix\ServerFTA\Capabilities"

-- Reg file end --

---

Problem Cause

The path for iexplore.exe in the registry changes needed for this to work was changed in Version 2003. 
to "C:\Program Files (x86)\Citrix\HDX\bin\iexplore.exe" Therefore until Host to Client Redirection Documentation is corrected for version 2003, it is incorrect.