Hello,
You can try to do some configuration in your terminal side . You can change your group policy (switch your recent settings)
you can just use this link as a preference:
https://knowledge.civilgeo.com/enabling-gpu-rendering-for-microsoft-remote-desktop/
If it is still not help , when you use 'mstsc', try to uncheck/check persistent caching(this is in the experience card in advanced settings)
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