My point was that RDP, the protocol, works very well and is able to adapt to network conditions.
For your "nested session", the problem is that the adaptive nature of the protocol breaks down if the first hop has a very good connection to the destination. However, you're holding^w using it wrong. In this kind of scenario, I think MS recommends using a remote desktop gateway, which also works very well. I think one of the great advantages of RDP over ssh X forwarding is that it can use UDP.
I definitely dislike how you have to have a Windows server installation and specific license to set up remote app, though. But I've filed this under "it's Microsoft, what can you expect?".
I also find windows administration horrible, be it via remote desktop or keyboard plugged directly in the server. I grew up with Linux and macOS, so it was always a pain when I absolutely had to give someone a hand with something windows-related (my client has a bunch of Windows servers).
But still, I'm not the kind to throw away the baby with the bathwater and to think that if I generally dislike and would avoid a company's products every single thing that they do is bad. I really wish Linux could have something similar to RDP in performance. It makes me sad when I vnc to a computer across the room and the thing lags more than RDP to some windows box in another country.
edit: Regarding your having to work with several RDP sessions at the same time, it baffles me that the worst RDP client I have ever used is the windows one. I don't use windows on my machines, and the Linux client (Remmina) is absolutely a dream, especially when running on i3 (so there's no conflict with win / alt-tab / etc). Also, MS's mac client works very well and there's no key conflicts there either. You may want to look into the new Remote Desktop app on windows (not quite sure what it's called, it's on the windows store). It now supports window resizing and easier switching between sessions.