Sometimes i'm using remote desktop inside a remote desktop, and it amazes me every time that it works so well, like there's no visible performance penalty or quality degradation in that. So yes, maybe it doesn't tunnel TCP but does the main task pretty well. And TCP can be tunneled with ssh, which also does its thing very well. Bitvise SSH client (a great application BTW) has a nice feature that allows you to open tunneled RDP connection to the machine where you're connected via ssh, with a single button click and without the need for another authentication. Plus all the TCP tunneling you need. Highly recommended.