Per the subject, have come across this on 2 different Windows Server 2019 installs, one was a migration but one of which was a brand new AD forest/domain.
Latest cumulative updates installed as of 2021/01.
I typically install RD Session Host / Gateway on a domain member.. on rare occasions we need the ability to SSTP VPN also and on 2012 R2 and 2016 we've been able to simply add RRAS and configure SSTP Dial-In without issue on the RDSH / RDG server (lets ignore whether or not that's a best practice for now!)
But on 2019 it seems that if you install RRAS on a server that is also running RDG and RDSH, RRAS fails to start with the following error -
7024, Service Control Manager
The Routing and Remote Access service terminated with the following service-specific error:
A specified logon session does not exist. It may already have been terminated.
When trying to start the RRAS service I see (under RRAS-Provider Event Log) -
ServiceMain: Error 1312 occured during DDM service initialization.
DimCleanup completed for error 1312
I've searched for each and found nothing specific to Windows Server 2019. I've ran through the fixes for other OS (from 2008 -> 2016) but to no avail.
If this was just happening at one location, I'd put it down as a one off but after seeing it happen on a brand new installation with a fresh AD domain, I realised it's more likely to be a 2019 specific issue.
I'm really hoping someone else has seen this scenario and is aware of a fix or has suggestions.