Im not a big fan of Windows but copy pasting a file across 3 nested RDP sessions feels magical every time
To be honest, three nested RDPs sound like a terrible hack. In an ideal world, this would be two port forwardings and one RDP (thinking about ssh, which is still underrepresented in windows world). In an even more ideal world, this would be an IPv6 direct access ;-)
I am not sure if you have tried broadcasting feature in terminals, thats magical too.
It actually doesn't it feels horrible. you can't paste files from a samba share or large ones take so long to copy that they ultimately fail.