After having the same issue, however we do not use the same Panda AV software. Even removing the profile from the registry and directories on our 2016 RDS server, we would get a temporary profile every time. I have found the following if you're using User Profile Disks, as apart of your RDS Setup. Make sure if you're including files or directories as apart of your RDS User Disks, that such locations or files listed/specified are valid. You can test by stripping everything out of the settings or turning off user profile disks. Referring to the following settings:
One of my above ntuser.dat.log1 files was set as a folder path.
When the user profile is being created, it would fail during the process and give a temporary profile every time. Also showing access denied errors in the event viewer (ID Numbers, 1509,1511,1515).
After removing the invalid entry from the user profile disk configuration page, it now is writing the user disk to the directory and more importantly, the user profile to the specified location via the RDS Profile Location GPO.
Whereas before it would create a temporary folder under C:\Users
Hope that helps someone in the future!