What you want is not possible, within the limits you have currently defined.
Remote Desktop is not intended to be an "over the shoulder" remove viewing experience, but is instead a projection of the session TO the target computer, with the host interface locked to prevent interruption.
While it is possible to not lock the host computer's screen, which involves multiple sessions, this will not solve your problem: the session you're viewing in the Hololens will still be locked and inaccessible on the host device. See here for more info on that: How do I prevent lock screen of remote computer when remote RDP connection into the computer is started?
You may have better success using Remote Assist, which is an "over the shoulder" remote viewer more akin to Teamviewer/Any Desk/ VNC, and there appears to be support for Remote Assist on Hololens 2. That document appears to specifically require Entra and Dynamics 365 (Microsoft Enterprise Cloud products) for the license and backend for the system. If you're working at home, this may not be viable, but if you're working in a business environment it may be worth exploring.
Microsoft also offer Remote Control Viewer, but I believe this requires the Configuration Manager (SCCM) client software to be installed on the computer you're remotely viewing, and I don't think there's a Hololens client for this tool.