Remote Desktop Client toolbar default to pinned

What's happening is that you're effectively cutting off the IP route from the server to yourself - hence the RDP session loss. You can fix it by setting up the VPN in a way that it's bound to a second interface (physical or virtual) so that both the VPN and RDP link can coexist. How you do this depends enormously on a range of very detailed configurations that we don't know right now, so if you want help with this you'll have to come back to us with a LOT more information, just as much as you can please.

Using Regedit, add a REG_DWORD called "splwow64.exe" to

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Terminal Server\SysProcs

and set the value to 0.

This tells the operating system that splwow64.exe can be safely terminated. This technique can be used for any application that needs to be terminated when the user logs off.