start in the lock screen when connected to RDP

Question

Hello all :)

My question is if there is a group policy or a general setting when RDP session login starts not immediately logged into the desktop, but starts into the lock screen.

This feature is needed to request a simple 2FA with a FIDO key (Windows Hello security key) on every new connection. However, this step is skipped because you start requesting the 2FA immediately after logging into the desktop and not in the lock screen as desired.

thank you in advance