You can't run RDP because it creates its own display, you need to setup VNC on your server and then use a VNC client to remote in.
If you try to use RDP you will see results that will make you think it's working when it's not. The HDMI dummy plug on a headless server is exactly what you need, but you have to use VNC to troubleshoot. I run the same setup, trust me. Been burned with RDP before.
