Got to the bottom of it. Microsoft Firewall Client is installed on my PC. Don't know anything about it, although others at work tell me it's not needed for Windows 7 (a Google search seems to suggest it may be useful for Windows 7 in some situations, however). Anyway, the problem was fixed in one of two ways:
Open the Microsoft Firewall Client for ISA Server (I found it via the search box in the Start Menu - typed "Firewall" then selected "Microsoft Firewall Client Management" from the search results). In the Settings tab uncheck "Enable Microsoft Firewall Client for ISA Server" then click OK.
Shutting down the Firewall Client Agent service (via the Services console). To avoid the service starting up again when you next start the machine, change the Startup type from Automatic to Manual.
The hotkeys
Ctrl+Alt+Left Arrow and
Ctrl+Alt+Right Arrow
are eaten up by the Remote Desktop Client.
Their only effect is to switch you to back to the host computer.
It looks like this was some intended feature that was never fully programmed
and completed, but there is no way to turn it off.
These hotkeys are not even listed by Microsoft in its official documentation at
Remote Desktop Services Shortcut Keys.
Solution 1 : Use the Microsoft Store version
Another version of RDP can be found in the Microsoft Store at
Microsoft Remote Desktop.
This version does not have this semi-implemented feature, so it lets through
these hotkeys without a problem.
This was verified on Windows 10 version 1903.
Solution 2 : Translate the hotkeys on both client and server
This solution will use AutoHotkey
installed on both client and server, to:
- On the client, translate the above hotkeys to others that are not intercepted
by RDP
- On the server, translate these keys back to the above hotkeys.
You may for example use on the client the following AutoHotkey script to convert
Ctrl+Alt+arrow to
Ctrl+Win+arrow:
;Send Ctrl+Win+Left when user types Ctrl+Alt+Left
^!Left::
send !#{Left}
return
;Send Ctrl+Win+Right when user types Ctrl+Alt+Right
^!Right::
send !#{Right}
return
You may use on the server the following AutoHotkey script to convert
Ctrl+Win+arrow to
Ctrl+Alt+arrow:
;Send Ctrl+Alt+Left when user types Ctrl+Win+Left
^#Left::
send !^{Left}
return
;Send Ctrl+Alt+Right when user types Ctrl+Win+Right
^#Right::
send !^{Right}
return
If required, you may restrict these hotkeys to particular windows or process
by using the AutoHotkey commands of
#IfWin[Not]Active / #IfWin[Not]Exist.
Best Answer
Remote Desktop doesn't have such a hotkey due to the various OS's you can connect to, which may have different hotkeys for different functionality. What I could recommend is using the alt + F4 keys. This should open up the shut down menu. From there you should be able to navigate to the disconnect option using the arrow keys and hit enter to disconnect and close the connection.