Voice-over-IP (VoIP) applications will not always play well with your Windows RDP server out of the box. This is typically because the audio and microphone from your local is not routed through to Discord, Skype, or Zopier. This can typically be fixed in a few minutes by making these two tweaks:
Enable the 'Record from this computer' option in your RDP settings
Press the Show Options button in your Remote Desktop Connection window
Switch to the Local resources tab and click Remote audio settings
Tick Record from this computer and Play on this computer. Press OK.
Enable Remote Desktop Services
Open Roles and features via your Server Manager and press Configure this local server.
Tick Remote Desktop Services and enable the following on the next screen:
Remote Desktop Connection Broker
Remote Desktop Gateway
Remote Desktop Session Host
Remote Desktop Web Access
Press Next until you see the Install button. Click it, then restart your server.
After restarting, right-click the sound icon on your taskbar and press Yes to the prompt to enable the Windows Audio service.