This worked when we had a similar issue:
Login via the Hyper-V Console
Start > Right Click Computer > Properties > Remote Settings > Check for the "Enable Windows Firewall exceptions warning". And make sure RDP is enabled.
Then to add exception go to
Start > Control Panel > Windows Firewall > Advanced Settings (Right hand side) > Inbound Rules > Right click > New > Predefined Rule > Remote Desktop Services > Tick the only option > Next and Finish