Using the CTRL - SCROLL LOCK key combination to cause a system dump

You can't.

This manual crash functionality is embedded in the PS/2 and USB keyboard drivers in Windows, and keystrokes originating from remote desktop connections never go anywhere near those drivers.

Thus, you can only trigger this manual crash from a directly attached keyboard.

A workaround

[Edit: Luckily, there's a workaround. Please see David's answer, below.]

Try a 3rd-party utility to trigger the BSOD like NotMyFault https://docs.microsoft.com/en-us/sysinternals/downloads/notmyfault

I will admit I haven't tested this, but in your RDP session could you bring up the on screen keyboard and do it from there? Might be worth a shot.