BACKGROUND
Server is in another domain from the workstation.
Credentials are given.
Upon logging in, the password must be changed.
or
Upon logging in, the password is expired.
The password cannot be changed via RDP.
RDP
You can try to save the RDP file and edit with a text editor.
Change or add to: enablecredsspsupport:i:0
In our experience, this didn't work since NLA is turned on in the server and the system being used is not part of the domain.
RDP/IIS
https://server.domain.tld/RDWeb/Pages/en-US/password.aspx
There is a page in the RDWeb server that can be turned on. Check to see if this page exists on the server.