All this information is available in Windows Server 2016 and 2019:
You can view who logged in remotely, the session ID they have been given and from which
IP address by going to:
Applications and Services Logs
Event ID 1149 (To view which account was used at the NLA connection level)
Event ID 21 (To view which account was used for the RDP log in)
Note you might need to enable "Audit account logon events: success and failure" in the local security group policy for these events to be logged.
You can go further by identifying from exactly where in the world the log in came from:
Download the currports utility and associated Geolite2 csv files from https://www.nirsoft.net/utils/cports.html
It's portable so there's nothing to install and all the info to do this is on that site.
Just apply a filter to only show RDP traffic (include:local:tcp:3389)
After some customizing of columns you can see absolutely everything about all the connections to your RDS server.