Unable to connect to Windows PC with Microsoft Remote Desktop on Mac Mini M1 with Big Sur

I am trying to connect to my Windows 10 PC at work from home using my new Mac mini M1 running OS 11 Big Sur. However, I cannot connect and instantly get an error code 0x204. I am able to connect to my work computer from home using a windows machine, so I know my router settings at home are correct and that RDP is enabled on the Windows PC at work. I am using SonicWall Mobile Connect (which DOES connect to my work VPN). It is just Remote Desktop that seems to be the problem. Any suggestions? I have looked online and tried as many suggestions as I can find, all without success.