Your thin client doesn't recognize your Windows CA.

Download your root and intermediate certificates onto a USB stick and plug it into your thin client.

Go to System Tools --> Certificates and then import your certs onto the thin client. 

Thanks for answering. Root certificate was already imported. In system tools > certificates are the rds certificate and root certificate. I think it isn't the issue :(

Hello, I have the same problem with the rds connection.
SSL error, incorrect certificate common name.

Have you found any solution?