The VMware admin installed VMtools on one of the XenApp servers today. Afterwards, all RDP sessions closed as soon as they were opened. The message was simply that the session had been disconnected.
Nothing in Event Viewer on Client or Host. Services started and running.
Turns out the video driver hadn’t installed correctly. Previous restart attempts did not fix it. A simple uninstall of the video device from Device Manager and reboot fixed the issue.