1.Did you install RD session host role on this w2016 server？
2.Is there RD gateway server and RD broker server in your RDS environment?
3.Could you please enter below command then check if there is any policy about time limit of session?
gpresult /h c:\rds.html
4.Please run below command on w2016 and find the session id.
5.Go to eventviewer and find terminalservice-localsessionmanager-operational
then filter event id 40 and find which reason code of your session has been disconnected.
6.Please check the reason why your session has been disconnected.
Remote Desktop Client Troubleshooting: Disconnect Codes and Reasons
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