When I connect to my Windows 10 machine from my Mac via Microsoft Remote Desktop client v10 or from Windows I'm getting an error: Your session ended because of an error. If this keeps happening, contact your network administrator for assistance. Error code: 0x4
I reported this issue to MS via their Report Issue form on Mac Remote Desktop client and got the following response:
Set this key to a high value, like 10,000 HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Terminal Server
Once I followed these recommendations the problem stopped.