Login script to set NumLock results in user logged off

My client is using RDS on Win2016.  The users are connecting mostly via Chromebooks. They need the NumLock button enabled during the RDS sessions. Setting the "InitialKeyboardIndicators" registry key on the server for does not work. 

I then wrote a script:

set WshShell = CreateObject(“WScript.Shell”)
WshShell.SendKeys “{NUMLOCK}”

and then used a GPO to run it per https://technet.microsoft.com/en-us/library/cc770821.aspx.  However, when the script finishes the user is automatically logged out.  Since the script takes about 1 second to complete the user session is useless.  Is there a better way to run this script at logon to the RDS session?

Thanks,
Joe