UPDATE 2016-03-04; HP made an official customer advisory on this topic: Advisory: HP Thin Client – Citrix HDX Flash Fails With Error in Application ie4uinit.exe
On a new thin client image for a HP T620 x64 dual core this error message appeared. This occured when Flash content was played in a Citrix session. The error message origin was from WES7 en not in the Citrix session. So when the HDX Flash redirection called for the local Flash plugin to play content this error was displayed.
It was a clean HP T620 image with a few software additions (new Flash version and Citrix Receiver).
As a quick fix I renamed the ie4uinit.exe to ie4uinit.exe.old and this prevents the dialog screen from appearing.
HP Image 14WWZDBE301 REV: A PASS: 1
Flash Player 220.127.116.117
Citrix Receiver 18.104.22.168.1
Citrix XenApp 7.6