sometimes I got that error connecting to my WVD, but after some attempts I can access.
It doesnt depend of user, and I cant see nothing wrong with Get-RdsDiagnosticActivities ..
It is not a big problem currently, because I have to just try to log a few times, but I'm afraid that something bad could happen in next future..
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@Braguzz: Can you verify you don't have any policies set that trigger a disconnect? Otherwise I recommend to open a support ticket for more detailed debugging.