Hello,
First ensure the Remote Desktop Client is set to share Smart Cards.
If this approach fails, I suspect that Yubikey may not be supported when using RDP with Server 2019, but it is supported in Server 2022, as indicated in the thread: Using Yubikey inside RDP Session (Terminal Server) - Microsoft Q&A
We could also consider verifying this on Yubico forums:
https://www.yubico.com/support-services/
yubikey and rds - Microsoft Q&A
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