After countless attempts and backup restores I found these commands:
reg delete HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\FirewallRules /va /f
reg delete HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\RestrictedServices\Configurable\System /va /f
reg delete HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\SharedAccess\Parameters\FirewallPolicy\RestrictedServices\AppIso\FirewallRules /va /f
Especially for the last one you have to be patient, in my case there were thousands of records
Without restart the server after a few minutes the start menu started working again !!!
I hope this commands can work for you too.
https://learn.microsoft.com/en-us/answers/questions/258660/windows-2019-rds-servers-start-menu-stopped-workin