I should have clarified that I have been managing small business corporate networks for the last 20+ years, including ActiveDirectory domains and Remote Desktop (including Gateway) as those features became available. So my computer is not a member of any of my client's AD domains to which I am connecting, and I must use credentials of an AD account on the target domain (an account that I created but that does not exist on my computer). I have no option to use currently logged-on credentials, only "Ask for password" , "Allow me to select later", and "Smart Card or Windows Hello for Business". I have always used "Ask for password" for all my clients. See attached screen shot of how they look.
The problem is not that the credential manager does not save passwords. It has been saving them for years. The credentials for each of the several RDGs at different domains were saved when I first logged onto the RD station via the RDG, some of them years ago. I was prompted for RDG credentials, I entered them, they were saved, and I have never had to enter them again. They all continued to work even after my upgrade from Windows 7 to Windows 10. And all the previously-saved ones indicate "Persistence: Local computer" in my Credential Manager.
The problem began when I had a short internet outage that caused me to lose an open RDG connection after my Windows 7→10 upgrade. When I attempted to reconnect to that particular RDG, I was prompted to enter RDG credentials, with no option to save. I entered the credentials and connected.
But that made me curious, and I went here: Control Panel → User Accounts → Manage Your Credentials → Windows Credentials. For the record, I have never had to go here in all the years I used Windows 7 to manage these RDG connections; as noted above, I just ticked the box to save the password when I logged in the first time, and I never had to enter them again.
But this time, I could see that the particular domain RDG was no longer there, whereas the other domain RDGs were still there. So I added the missing one manually here. That is when I saw that the others all say Persistence: Local computer, but the newly-manually-recreated one shows Persistence: Enterprise. Then I have had inconsistent results the last couple of days. Sometimes, the saved credential allows me to connect to a computer/server behind the RDG without a problem, and sometimes I am prompted--and then find that the credential is one again missing from the Credential Manager.
So I tested my theory with one of my other clients. I had existing RDG credentials stored that looked like this:
Internet or network address: gateway.Client#1Domain.com
User name: MyClientADDomain\MyClientADUsername
Password: ****** (password of AD user above)
Persistence: Local computer
I was connecting simply by double-clicking my .rdp file that also has a TERMSRV/ADComputerName credential saved for the AD workstation logon behind the RDG. I then deleted the credential for this domain. On next connection attempt, I was prompted for RDG credentials. After supplying them (no option to save), I was connected. I logged back off, then went and added it manually as above, except that Windows 10 automatically set Persistence: to Enterprise instead of Local computer. Next logon worked without asking for credentials, but after logoff, Windows deleted the just-entered saved credentials.
How do I get back my pre-Windows 10 ability to store domain-based RDG credentials on my non-domain computer? This is fairly critical, since I log on and off these systems all day every day, and it has already taken me several hours lost work time just trying to troubleshoot this and get it working properly again.