Hello there,
Could you try to uncheck the NLA (Network Level Authentication)?
Could you try to create a .rdp file that is working with mstsc.exe outside RDM and import it in RDM to see if it's still continue to work?
After the import, the session should open in external mode. If the connection is established properly, then, change the display setting to embedded to see if it's still connecting.
Hope this resolves your Query !!
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