When running in remote desktop services environments, you also have the need to identify your thin client users, for maximum security (User identification), and for letting the firewall match your user ID’s
Sophos have this client called SATC (Sophos authentication for thin client) , which will solve this problem.
How to use it?
Read this great article, explaining how to use it in every way thinkable:
https://community.sophos.com/kb/en-us/127157