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This message usually indicates that there's a problem with your network connection or the Remote Desktop client on your PC.
To resolve this, check that you have an internet connection and try restarting your router or moving your device closer to it.
If this still doesn't work then it usually means there's an issue with the Remote Desktop Client on your PC, if so, try the following below.
If you do not feel comfortable following these instructions you may also download the reg file that you can run to resolve this here.
Create a New Registry Key ‘RDGClientTransport’
The solution to the said issue is pretty easy and straightforward. You will just have to add a new DWORD key in the Windows Registry by the name ‘RDGClientTransport’. What this does is make the RDP client use RPC-HTTP connection over HTTP/UDP connection. This is how to add the key:
Name the newly created key as 'RDGClientTransport' and then double-click it to change its value.