Just to update my own situation, I applied the Yosemite patch (10.10.1) but it still hasn't helped with the RDP issue.
Also, although I got it to work a few times, there are still problems with the RDP connection. But I have come up with a workaround which seems to be reliable.
I can't get RDP to connect to the remote windows machine (Win 7 professional) using the machine hostname, only by using the IP address. The Win machine I connect to changes IP address regularly. So what I do is, after making the VPN connection, I open a new terminal window (must be one started a few seconds after establishing the VPN connection) and run "nslookup" to find the IP address of the machine I want to connect to.
Then I have to edit the RDP connection details to use the IP address it's given me (if it's changed since last time I used it).
I can then start RDP and connect successfully.
So it looks to me that there's still a problem with Microsoft RDP 8.0.10 and Yosemite.
NB - if you're using Cisco Anyconnect for the VPN connection, there is a new version which has been marked specifically as "Yosemite compatible". I've installed this too, though I was still able to use the above technique with an older version of AnyConnect.