key sequence tasks will always simulate local keystrokes. The only exception is when you are using a rebex based terminal connection. There you can configure to directly send the keystrokes to the remote session. This is because RDP does not have any APIs which allows us to send keystrokes directly.
You could try to enable accelerator and windows key passthrough on your RDP connection:
This way, the key sequence could be received by your RDP connection when it has the input focus.
Note that there's no guarantee that this will work on your system and also note that this can be dangerous since transferring the focus away from your session will send the keystrokes to whatever has the input focus. We definitely do not recommend this approach in production environments.
Maybe it would be an idea to develop a kind of client agent for a future release for such purposes?
When I have created Key Sequence tasks, they run on the PC I am using, not the Remote Desktop session I am in or choose.
What I am trying to is to create a shortcut to run several applications on the remote computer when I am in a RDP session. I have created the tasks similar to the following:
I select the task and choose a computer "connection as context" and click execute. It runs on my PC.