I commonly see this issue when there is an issue with the display driver either on the host device or the VDI desktop. I have especially seen this when there is another application that uses a mirror driver under the display adapters. Check device manager and make sure there are no mirror drivers or anything else under display adapters other than what should be there. If anything else is there remove it and see if the issue goes away. Mirror drivers are not compatible with VDI desktops and will definitely cause issues. I have seen many weird issues with the dameware mirror driver and shoretell mirror driver.