1.Log on to the servers with RDS role, right click this PC and check the properties---->computer name, domain and workgroup settings.
2.If the servers with RDS roles are not domain joint, you could manually add them into domain and verify if the error message persists when remoting.
Or you may consider to transfer the per user CAL to per device CAL, which can be used in workgroup environment.
Kindly note the cost difference when you choosing type of RDS CAL:
When users' amount is larger than devices', it is suggested to use per device CAL to lower cost.
When devices' amount is larger than users', it is suggested to use per user CAL.
Details could be checked with VLSC via phone:
Desktop Licensing Demystified (differences between per user vs per device CAL)
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