This is an issue I already found the answer after many hours. But it is so crazy that I want to share my result.
I wanted in windows use the powershell command
Set-RDSessionCollectionConfiguration
to define UDS files for RDS (remote desktop). But it did not work, as it complained that I need RDS service first being setup.
My German error message:
Die Remotedesktopdienste-Bereitstellung ist auf "EX01.foobar.local" nicht vorhanden
But wait, it was already setup!
As admin (different user) I see it in Server-Manager!