There are situations where you have the options enabled [Below screenshot], still not able to copy paste files from your current system / laptop to your remotely connected system/dsktop.
Let’s see how to overcome this!
Go to the Task Manager (Key press CTRL + SHIFT + ESC),
Go to Processes tab and search for the rdpclip.exe and end the process
Then in Task manager, Click on File->New Task, type rdpclip.exe to rerun the process.
It’s basically restarting the process rdpclip.exe.
NOTE: try doing this in both the machines.
Hope this helps!