Hello there,
This is a known issue with this update.
The only workaround for now is to copy c:\windows\system32\mstsc.exe and mstscax.dll from a Windows 2019 machine to the same location on your 22H2 machine. You may have to take ownership of the 22H2 versions of the files in order to be able to overwrite those files.
You can also disable the UDP connection to see whether the issue is resolved.
Similar discussion here https://learn.microsoft.com/en-us/answers/questions/1018151/windows-11-22h2-cant-connect-to-a-rds-server-after
Hope this resolves your Query !!
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