Windows – Why does “Loading your personal settings” take forever

You could try turning on verbose Group Policy logging. Create the registry key:

HKLM\Software\Microsoft\Windows NT\CurrentVersion\Diagnostics

Underneath that key, create a REG_DWORD value named RunDiagnosticLoggingGlobal and set the value to 1.

That will enable verbose group policy logging to the Application Event Log.

The only timeout that Group Policy has that I'm aware of is the timeout for script execution. My gut would've said this was a shutdown script problem, but since you indicate there are no shutdown scripts being applied I guess I'd have to write that guess off.

You say "...that should be applied..." in reference to the shutdown scripts. Have you run an RSoP to be sure? Unless you're the only person managing the GPOs I don't know that I'd trust things to be left as you expect them.

How long is the hang, anyway? The default script timeout is 10 minutes. If you're seeing an exactly 10 minute hang then I'd be double and triple-checking that a shutdown script hasn't gotten assigned. To change that timeout, have a look at the "Maximum wait time for Group Policy scripts" setting in the "Scripts" sub-node of the "System" node of "Administrative Templates" in Group Policy.

Do you have equal desktop resolution in local and remote sessions? No? That's the reason!

Google for e.g. "desktop items position saving" and select most suitable for you from tons of possible solutions.