If the current DAT does not detect the infection, I would suggest to collect 5 or 10 .lnk files and submitt them to McAfee Labs to be analyzed. They will send an extraDAT if the files are new detection.
current DAT is detecting the infections, i wanted know that ... is there any possbility that RDP can copy infections from one machine to another?
As observed in the AP logs, it is executing by mstsc.exe.
It will done only when you are doing any write option with infected RDP machine, by doing normal RDP will not impact you existing machine.
If I understood correctly from AP logs, mstsc.exe trying to create some junk files and rule blocking the same.
IF we isolate this machine and scan with any tool , no detections were appeared.
in that case mstsc.exe is only executed for Remote Desktop to infected machine and which is creating problem.