Generally speaking, RDP doesn't run over HTTP and thus it shouldn't ever be seen by Fiddler. Are you seeing CONNECT tunnels in Fiddler that point to your RDP server? (If so, could you send me a SAZ file?)
If for some reason your RDP traffic is getting tunneled over HTTPS, you can probably fix this by using Tools > Fiddler Options > HTTPS to either exempt your RDP server's hostname, or all non-Browser processes, from HTTPS decryption.