BitLocker refuses to enable via RDP on data drive but Ok on the OS drive

Try enabling this group policy (using run / windowskey+r, "gpedit.msc"):

Computer Configuration > Administrative Templates > System > Removable Storage Access > All Removable Storage > Allow direct access in remote sessions

(described here: http://www.yellow-bricks.com/2010/11/06/access-denied-when-encrypting-a-memory-stick-with-bitlocker/ )

It may be that "removable drive" for bitlocker purposes is slightly different from "removable drive" for "how stuff looks in device manager" purposes, and enabling that policy may help. Also try a USB stick (or some other genuinely removable drive) after enabling that policy, and see whether you can use bitlocker on that.