Hello @Nikolay Evdokimov
According to my research some people have experienced similar issue and resolved by turning off UPD on client PC, maybe you can try this way.
1) Run Group Policy Editor.
2) Navigate to Computer Configuration > Administration Templates > Windows Components > Remote Desktop Services > Remote Desktop Connection Client.
3) Set the "Turn Off UDP On Client" setting to Enabled.
4) GP update and no need to reboot.
If the problem persists, I recommend that you open a ticket with the Microsoft support team via the link below:
--If the reply is helpful, please Upvote and Accept as answer--