In windows server 2019 and windows 10. There is an issue in the RDS world where the windows overlapping each other appears to have no border (its all white) Making it hard to distinguish the various windows from each other. This can be fixed with the steps in this post.
Just a quick heads up for those seeing this.
There seem to be issues with the Windows firewall on Server 2019, especially around NPS and port 1812.
(I have not checked other ports, but the issue may also apply elsewhere, so give me a heads up if you find other similar issues)