User is unable to login Server VDA desktop. Then administrator checked the VDA from hypervisor console and found it got stuck at "Windows Welcome".
Microsoft Support involved and provide solution of KB2878182.
Refer to: https://support.microsoft.com/en-us/help/2878182/fix-user-mode-processes-in-an-application-are-unresponsive-on-servers-that-are-running-windows-server-2012.Microsoft API GetGPOList, which is designed to fetch the GPOs from AD, was stopping while awaiting for some threads of Microsoft Group Policy service.