Hardening Server Remote Desktop Services

I'm brand new at using thin clients and purchased a HP t5740e to start learning.

I want to set up Remote Desktop Services but only have one physical box and it's a DC.

I've set up Hyper-V on the machine and want to RD into the Hyper-V machine.

Even though this is a Hyper-V machine, I'd like to make sure users aren't able to shut the machine down so it's available the next time it's needed. I can tell the users not to shut it down, but don't want to rely on that.