XP needs a patch too
I'm a bit surprised that Microsoft did not make a patch for XP available (well, they did - it was there under EmbeddedPOS 2009) given how easy it would be and how many people probably need it. Interestingly there is no error message whatsoever (for at least a couple of minutes) when one tries to connect to a patched server with an unpatched XP client, it spins its wheels trying "securing connection".
Installing the two .dll files from there has XP rdp-ing nicely again. Installing the patch was a real pain as they seem to have all but turned off the SFCDisable feature now. Safe mode followed by protecting the files did the job.
Maybe someone decided the bottom line would be impacted by people failing to purchase W10?