1. Check if OS saved your credentials to connecting to server. WIN+R -> control userpasswords2 -> Advanced -> Manager Passwords -> Windows Credentials
2. Open gpedit.msc -> Local Computer Policy->Computer Configuration->Administrative Templates->System->Credentials Delegation
3. Set Allow Delegating Saved Credentials with NTLM-only Server Authentication to Enabled and add record for your server(s) using following format: TERMSRV/yourservername. Click OK.
4. WIN+R -> gpupdate /force
5. Check your RDP connection
Important: You can use TERMSRV/*.yourdomainFQDN to permit delegation of saved credentials to any hosts in your domain