Hit this problem earlier today - identical symptoms on a Server 2012 R2 RDS setup.
The deployment properties showed the licensing mode and license server correctly but licensing diagnosis said the licensing mode was unconfigured and the license server was unspecified (And there were the usual 'this server is in a grace period' messages to confirm that the config was missing).
Since this is the second one of these servers I have rolled out over the last month for this client using the same licensing server from the same installation media using EXACTLY the same steps I was surprised that this was happening - the first installation was fine.
So I checked the deployment - and the rollout wizard had failed to create a session collection on this server.
Look under Remote Desktop Services in Server Manager.
On the overview page at the top you will find that for your deployment type there are links for step 2 & 3. Step 2 has already been completed (or you wouldn;t have reached this point), but you will need to click the blue text (Hyperlink) for step 3 to create a basic session collection.
As soon as I created the collection the warnings stopped and the settings appeared correctly in the licensing diagnosis app.
Basically, until ALL of the steps to create the RDS deployment have been completed, the Interface doesn't seem to commit the settings, so the system doesn't see the deployment at all (And it appears that the wizard doesn't always complete the whole process).
Hope this helps someone...