Connect to RDS using shadow session
1. Find out current active sessions. Using one of the two commands
qwinsta /server:{rds_server}
quser /server:{rds_server}
Record session ID
2. Connect
mstsc /v:{rds_server}[:{3389}] /shadow:{SessionId} /prompt /control /noConsentPrompt
/prompt: when you want to specify credentials
/control: when you want to control
/noConsentPrompt: allow shadowing without user consent. needs admin privilege