@Master can you please clarify a few points:
Are you in control of the RDP terminal server?
The filter which the client is using:
What filter is it?
Is it Client or Network based?
Does the person connecting via RDP to the server need the ability to browse there? Or is it enough if they can browse locally?
Just saying, one of the biggest challenges with filtering is the connection to remote machines… That doesn’t have to be physically a remote machine, but a VM on a system could also do… (Unless the traffic of the network is filtered…)