Let's check the following information for further research.
Have you changed some settings before getting started with the Remote Desktop connection?
Does the connection depend on two devices or an RDS environment deployment (this contains the servers and roles to create a fully effective RDS environment)?
Also, please descript the environment configurations based on Remote Desktop Services deployment.
If the errors occurred in an RDS environment, do errors happen on most users or some user?
Let’s try to log on the session in console mode (run mstsc /console) with user credentials which has lock issue, to see if it still slow.
We also need to confirm the lock screen issue occurred in which process. Take a screenshot of lasted long crash and leave it to us. (Typically RDP log on will involve file loading, process loading, etc.)
In the meanwhile, you could check the local and remote computer Event Logs via Event Viewer and see if there are error occurred.
If the answer is helpful, please click "Accept Answer" and upvote it.