After setting up a Remote Desktop Connection and saving the password on the first time, you get this error when logging in: "Windows Defender Credential Guard does not allow using saved credentials".
Remove and then re-add the appropriate entry from the Credential Manager using the following commands:
List the appropriate entries
C:\> cmdkey /list:TERMSRV/*
Delete the appropriate entries from the list
C:\> cmdkey /delete:TERMSRV/<targetNameOrIp>
Add in the new (generic) entry
C:\> cmdkey /generic:TERMSRV/<targetNameOrIp> /user:<username> /pass:<password>