You can set a default printer manually like this, with a right-click in Print on General > Printer :  




You can set the default printer via a GPO, server side, in :


Computer Configuration > Administrative Templates > Virtual Devices > Virtual Printer (Server) > Default printer selection mode




You can find GPO template on Virtual Printer (server) PC/VM:

C:\Windows\PolicyDefinitions\VirtualDevices.admx
C:\Windows\PolicyDefinitions\en-US\VirtualDevices.adml
C:\Program Files\Virtual Devices\Virtual Printer (Server)\policies.zip



Please do the following:

1) use the latest (2.5.8.13) version of Virtual Printer (workstation&server);

2) configure the default printer assignment in GPO template on Virtual Printer (server) PC/VM


2) determine the default printer on the local PC using powershell command: 
Get-CimInstance -Class Win32_Printer -Filter "Default = $true"

3) launch a remote session using mstsc.exe, determine the default printer on the remote side within RDP session using powershell command;

4) close a remote session, change a default local printer, launch a remote session (using mstsc.exe), determine the default printer on the remote side within RDP session using powershell command