Let us suppose the local Windows computer running the PAM Client has a USB pendrive attached as drive E:
Make sure that the proper setting to allow resource mapping from the applets is in place:
<Please see attached file for image>

If you start the RDP session to a Windows computer, clicking on the arrow on the right side of the RDP tile in the 'Access' tab, a window opens where you can map the available resources on the workstation for this RDP session. Select the E: drive to be mapped:
<Please see attached file for image>

Then, before starting the RDP session, safely unplug the pen drive.
Launch the RDP session.
The error message appears, as the pen drive becomes unavailable to the session as it had been unplugged.
See also:
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How can I map my workstation disks to make them available from a PAM RDP session? (KB000101874)
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How can I disconnect 'C on xsuite' (and simmilar drives) within a RDP PAM client session? (KB000103037)