"alternate shell" doesn't seem to work anymore in recent versions of Windows, RemoteApp
is the way to go.
remoteapplicationmode:i:1
remoteapplicationname:s:Purpose of the app shown to user...
remoteapplicationprogram:s:C:\...\some.exe
remoteapplicationcmdline:s:
To get this to work under e.g. Windows 10 Professional, one needs to enable some policy:
[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows NT\Terminal Services]
"fAllowUnlistedRemotePrograms"=dword:00000001
Just to add some precision: the above changes (from the first section) have to be made in the .rdp file itself, and the registry on the server
For the record, there are two similarly named RDP keys: remoteapplicationfile:s and remoteapplicationprogram:s. The *file key specifies the full path to an executable on the local (host) computer, while the *program key specifies an executable on the remote computer.