GPO for user logon/logoff calls VB script that logs Logon/Logoff events, 4624/4634 respectively, to a database.
Works perfectly for users logging on and off the network on their PCs/laptops.
Users going out to a Remote Desktop session have their logoff recorded but not their logon ... the Security Log, in the Event Viewer, records both, as expected, for wherever the user logs on ...
It would possibly matter what server OS you use.
Also make sure that no logon script is running by adding a simple one like this one-liner batch:
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(verify that a folder with today's date has been created below %appdata%\test)