I tried turning off IPv6 and didn't work.
I am at the last versions of the OSs. Last build of Windows 11, last build of macOS Sonoma, last build of Microsoft Remote Desktop. (Understand it that I already checked if there is any update in Windows Update, System Preferences and Mac App Store).
I also tried with domain name in min or even all CAPS, didn't work.
It notable that is a problem in Windows, not macOS. When Windows is starting for a few second is possible to see another message but no success. Settings on Firewall also is allowed to RDP (and port 3389).
For a few second I was able to connect but seconds after login (screenshot below) the connection was lost.
It seems some service started and interrupted my access.