Change sound volume of host when using remote desktop in Windows 7/8
Solution 1:
For mstsc version 6.2.9200 under Windows 7 Pro, Local Resources tab, there's an option to "Apply Windows key combinations." It's a drop-down list. Try setting it to "On this computer," but this will also disable any ALT+TAB you were going to do on the remote machine.
Solution 2:
What I've learned to do is press CTRL+ALT+HOME, which activates the host machine, before pressing whatever media button I want to send to the host machine. See full list of hotkeys here: https://docs.microsoft.com/en-us/windows/win32/termserv/terminal-services-shortcut-keys