Resolution:
Try to disable RemoteFX to fix this, there are several settings need to be changed via GPO (either domain Group Policy Editor, or local gpedit.msc):
Computer Configuration /Policies / Administrative Templates /Windows Components/Remote Desktop Services/Remote Desktop Session Host/Remote Session EnvironmentSet the Use Advanced RemoteFX graphics for RemoteApp to disabled.
Computer Configuration /Policies / Administrative Templates /Windows Components/Remote Desktop Services/Remote Desktop Session Host/Remote Session Environment/RemoteFX for Windows Server 2008 R2
Optimize visual experience for Remote Desktop Service Sessions, enabled, choose visual experienceto Text
Apply this setting to the computer OU, on the client machine issue command: GPupdate /force
Restart the machine, problem should be fixed.