When I connect to a remote computer from the virtual machine via RDP I cannot use shortcuts like ALT+Tab, ctrl+C, etc.: the shortcut is considered as just the second key in the combination: Tab, C, etc.
Virtual machine misconfiguration.
In order to use Windows shortcuts in remote computer connected via RDP, you need to set your virtual machine the following way:
1. Shutdown your virtual machine
2. Open your virtual machine configuration
3. Switch to Hardware > Mouse & Keyboard
4. Change Keyboard option to Optimize for games