the problem you experience is by design. It's not a lack of support or anything. Microsoft deliberately frustrate our experience with RDC for macOS by refusing to use unicode like EVERYONE else on the RDC market.
My suggestion is to use teamviewer, anydesk or any remote solution as long as they use unicode and not key mapping to send characters to the target machine.
I use anydesk (AD) for keyboard heavy tasks on my remote windows machine. They have a free version.
From the "keyboard layout" menu select "translate" (if you choose "map" you will experience exactly the same issue as Microsoft RDC).
This means that if I press SHIFT+4 on my macOS keyboard (this prints the $ sign), AD will send U+0024 to the remote windows, and windows knows that this is the $ sign.
with AD, 100% of my visible apple special characters work in windows
It's so annoying and frustrating that microsoft refuse to use unicode. They still use the keyboard physical mapping approach that was the norm 20 years ago.