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We are reproducing a similar issue by only logging off of the remote guest console on RDS servers while Joshua is describing problems when RDP sessions go idle.

Our issue is that we are able to establish a Control session to the console session of a Windows Server 2016 RDS Session Host no problem, but are then confronted with a gray screen if we press Start > Log Off within the active Control session on the 2016 RDS Session Host (The technician’s computer is never locked to be clear). The Control session then hangs on "Logging Off" in this case and does not display the login screen again. If a new Control session is started it will only display a gray screen. Restarting the Control service on the 2016 Session Host does not help.

With Control still at the gray screen, we can then log in from the VMWare console of the 2016 Server and after logging in successfully we will see a "username is connected to your computer" message generated by Control even though the Control console session is still stuck on a grey screen. After a few minutes of this Control may suddenly display the contents of the logged in console user's screen without further interaction.