Background
I ran in to this issue a while back. After moving a bunch of App-V applications to RDS on Server 2016 users would have problems with opening links from the App-V application. Internet Explorer 11 would start but show as not responding, after a minute IE would close.
Solution
I noticed that this error would not occur if I signed in to a server first, started IE and then proceeded to opening IE from the application. By comparing the HKEY_Current_User hive before and after the first launch of IE I narrowed it down to the key:
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\LowRegistry\OperationalData
Populating the QWORD with the value of 5 appeared to be the key.
I ended up creating a Group Policy and applied it to the RDS farm, case closed.
