This might be an old question but some people might still be interested in having a solution for that.
Based on your description, the setup seems correct.
- you have installed standard xrdp package sudo apt-get install xrdp
- you have installed an alternate desktop (xfce)
- you have created the .xsession file with the correct information
Generally speaking, grey screen is because something is wrong with the .xsession file or the user that login
My guess is that you have done the configuration while logged in with userA but when trying to login via xrdp you are using userB.
The .xsession file is per user based. If you have multiple users, you have to create for each user the .xsession file with the proper information or you can automate this (for automating check info here
So, you have two options :
Option 1 - login locally on ubuntu (no xrdp) with the userB and issue the command
- echo xfce4-session >~/.xsession
Option 2 - have the system create the .xsession file automatically for each user (again full info can be found at here
If this is still not fixing your issue, you can have a look in the log files. check for the file ~/.xsession-errors (for the user having the grey screen)
Please provide feedback if this is working for you