The problem with Remote Desktop Protocol, commonly referred to as RDP, is its susceptibility to abuse and that it can be a launchpad for an infection or hacking within your network.
Great podcast on cyber insurance and what it does and does not cover.
If your firewall cannot scan HTTPS traffic, known as Deep Packet Inspection (DPI), you will not be able to detect the majority of the threats on web traffic.
Beware of technology resellers that always recommend one product and never modify their recommendations. Selling cyber security should not be about order taking. It should be about recommending secure products that work really well.