There is a serious and very old (goes back years) problem with using Remote Desktop with SteamVR. Basically it won't work properly, your VR Headset display will not function correctly (in my case it...
Problem is Steam VR disables the headset when the screen is locked (which happens when using RDP).
There is an option in Steam VR settings (make sure show advanced settings is selected). General > Pause VR when computer is locked > Off
