I've found a bug that happens to hang Microsoft Remote Desktop on Mac quite often.
With shared clipboard enabled (It might also reproduce without shared clipboard, but I didn't try it): On the remote desktop, copy a folder or solution that is fairly large. It doesn't need to be multiple gigabytes, but tens of MB usually can do the trick. Then, switch back to your normal desktop. Once I do this, my Microsoft Remote Desktop now pinwheels and hangs, and I must force quit it and restart it in order to access my remote desktop again.