I'm occasionally working remotely (rather than on-site) and connect to my work place's desktop using Windows RDP. Both my host system and the remote machine are operating Windows 10 Pro systems. Now that I have an high-end audio setup to listen to headphones while working, I will need to play any music on my local machine to be able to listen to it properly. However, having entered full-screen RDP, obviously, my local computer's music program does no longer respond to the multimedia keys on my keyboard (the music, also obviously, keeps playing on my local machine), thus, I need to minimize the RDP connection every time I want to e.g. skip to the next track - which is just a waste of time. I searched the web, but couldn't find a way to make Windows RDP not forward certain keys to the remote system. Is there a chance achieve this whatsoever?
I'm not exactly sure whether this belongs to SuperUser (if not, please move it!) - but it certainly does not belong to Stack Overflow or ServerFault.