Welcome to the Microsoft Q&A Platform and thank you for your question!
From your description, it sounds like you want to configure and retain display settings such as using all monitors, fitting the session to the window or toggling windowed mode in the Remote Desktop Windows app. Hence, I would like to provide some information to help you address your concerns.
How to Adjust Display Settings in the Remote Desktop Windows App
1.Open the Remote Desktop Windows App
2.In the Devices list, locate your target device (Azure Virtual Desktop, Windows 365, or an individual VM)
3.Click the gear icon or open the Settings panel for that device
4.Under Display, turn off Use default settings
5.Choose your preferred Display configuration (e.g All displays)
6.Enable or disable Single display when in windowed mode based on your workflow.
7.Turn on Fit session to window if you want the session to resize automatically.
Note: These settings are configured per connection. Currently, the app does not retain them across sessions or devices, so you may need to reapply your preferences each time you connect
Hope this helps you work more comfortably in Remote Desktop and wishing you would have a great day!