How to fix AHK to send keys to RDP fullscreen?

You also need to set "Apply windows key combinations" on the "Local resources" tab of remote desktop connection 'mstsc.exe' to "ON THIS COMPUTER"

As user16659 notes, Reload makes the hotkeys work again (But his script did not work for me).

Basically, I now have two scripts running, one which contains my hotkeys and hotstrings "script.ahk" and another which will reload this script if RDP is maximised "controller.ahk".

script.ahk:

#SingleInstance force
::hw::Hello World

controller.ahk:

Run "autohotkey" "script.ahk"

#Persistent
SetTimer, ReloadOnRDPMaximized, 500
return

ReloadOnRDPMaximized:
If WinActive("ahk_class TscShellContainerClass")
{
    WinGet, maxOrMin, MinMax, ahk_class TscShellContainerClass

    if (maxOrMin = 0) {
        WinGetPos, PosX, PosY, WinWidth, WinHeight, ahk_class TscShellContainerClass

        if (PosY = 0) {
            ; it is fully maximized therefore reload "script.ahk"
            Run "autohotkey" "script.ahk"

            ; wait until window gets deactivated so you don't reload it again.
            WinWaitNotActive, ahk_class TscShellContainerClass

        }
    }
}
return