I’ve recently been toying around with the Quick Create in Windows 10 Hyper-V and I noticed that I couldn’t connect once the VM was created if I chose to connect using an Enhanced Session. As it turns out, if you enable auto login during the setup of the Ubuntu VM it will not let you remotely connect using any option you have. It just gives you a blue screen.
Make sure this option is not set to auto:
If you have already set that setting to Log in automatically and you want to change it, you can do so by disabling the option for an Enhanced Session by going to View > Uncheck Enhanced Session. After that, you can disable auto login by going to Settings > Details (For Ubuntu < version 20) > Users > Choose your User > Unlock this area with your password > and then untick Automatic Login. After that you can hop out, enabled Enhanced Session, and log back in.
Here’s a big screenshot to help.
Let me know if this works for you or not. Cheers!