Now things got worse. I'm currently migrating my work comp from W7 to W10. So in addition to W10 making it hard to distinguish many overlapping windows from each other due to the flat theme, RDP doesn't show drop shadows at all, regardless of the RDP settings.
This is going to be painful. I hope MS allows 3rd party theming eventually so that those of us that need to do real work can have an option not to spend 30% of our brain trying to decipher what is going on on the screen.