Thanks for asking question!
You have provisioned CIS hardened image from Azure marketplace?
You can copy text from local PC to terminal system, only file can't copy if it is hardened image.
Previously i have same issue i done changes in GPO then it is working.
Do not allow Clipboard redirection
This policy setting specifies whether to prevent the sharing of Clipboard contents (Clipboard redirection) between a remote computer and a client computer during a Remote Desktop Services session.
You can use this setting to prevent users from redirecting Clipboard data to and from the remote computer and the local computer. By default, Remote Desktop Services allows Clipboard redirection.
If you enable this policy setting, users cannot redirect Clipboard data.
If you disable this policy setting, Remote Desktop Services always allows Clipboard redirection.
If you do not configure this policy setting, Clipboard redirection is not specified at the Group Policy level.
refer below URL's
https://www.ryadel.com/en/disable-remote-download-through-rdp-group-policy/
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