The error message is due to the client being unable to connect to the remote host on 3389. The possible reasons are reachability due to network issues/ACL (Access Control List) on the devices in the transit.
In this case, focus on the PCS being configured with the ACL for a specific IP address on the Terminal Service policies. You need to ensure that a policy is configured under Resource Policies > Terminal services > Access Control > New Policy
.Note: If the administrator has configured a policy for a specific IP address, such as 10.9.222.10, and a user is trying to add a windows terminal service bookmark on the bookmark page for a different IP address, such as 10.9.222.117, then the error message may be generated.
To resolve this issue, make sure to specify the entire subnet or add a policy for each IP address on the PCS: