Hi , Welcome to MS Q&A
I think it seems that the Open File Warning you're encountering when starting an application through the Remote Desktop App could be related to file redirection settings. When you connect to a remote session through the Remote Desktop Web client, you have the option to allow the remote computer to access local resources such as files, printers, and the clipboard on your local device. If file redirection is enabled, files opened in the remote session may be redirected to the local device, which could trigger an Open File Warning when the application is started.
For more information, you can refer to the following Azure documentation:
- Use features of the Remote Desktop Web client when connecting to Azure Virtual Desktop
- Troubleshoot the Remote Desktop app for Windows when connecting to Azure Virtual Desktop
As these are some general troubleshooting steps, please let me know if you have any further questions
We can deep dive and check in details
Kindly accept answer if it helps
Thanks
Deepanshu