Microsoft Remote Desktop client for Mac has a long and ghastly history. (Yes ghastly is the right word and this is not a typo where 'glorious' should have been used.) Version 1.x had a bug whereb...
Same problem here: bluetooth "compatible" external keyboard, Italian layout. Keyboard is working correctly with MacOS. When I type a backslash on the external keyboard, the Microsoft RDP client sends a "<" character to the remote host.