Check if the remote client has made changes to its proxy server that might be preventing you from accessing it.
I suggest you run the following command in elevated mode on client computer to check if the issue can be fixed:
reg.exe Add "HKCU\Software\Microsoft\Terminal Server Client" /V "RDGClientTransport" /T REG_DWORD /D "1"
Or you can edit the registry manually:
HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client
Name: RDGClientTransport
Type: Dword
Data: 1
Note: Backup the registry first.
Source: