Strange problem here...
To help our RDS users distinguish between local and RemoteApp, I have choosen a different Active Window Title Bar Color for our RDS servers.
With the help of a GPO, I've set two DWORD values in the following key for all users: Computer\HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\DWM
AccentColor = MyColorCode
ColorPrevalence = 1
And it works great, the color is applied to the Window Titlebar.
But then if a user is disconnected and re-connects to the same session, the Active Window Title Bar Color - is reset to default.
If the user is completely logged out (not just disconnected) and logs back in, it's working fine again until the next disconnect.
Image: Normal login, never been disconnected.
Image: Re-connected session after being disconnected.