I have to credit my colleague David St. Clair with this find but I have his permission to post this as he is out in the field doing battle and too busy to do so.
Agents were configured in Latin America and Asia to report to their respective GWs. There are fully trusted domains for LA and Asia with two GW per domain. The two gateways for each domain were turned off this morning to be shipped to the DCs in those areas.
The agents have failed over to the RMS on their own, we didn’t configure them to do this. So it appears that if you set up Agent failover between gateways, and leave OUT the RMS or mgt servers, the agents take it upon themselves to find the RMS should the GWs become unavailable. I would imagine that if these domains were untrusted or had a firewall blocking them this would not work.