This isn't the exact same problem, but it's similar enough that I'm explaining my use case and solution in the hopes it will help somebody else. I've got a Logitech Performance MX (which doesn't let you change keyboard shortcuts for specific apps) with Back and Forward buttons which work great on OSX, but not so much when used through Windows RDP.
Back and Forward on OSX is ⌘+← and ⌘+→ respectively, which is the equivalent of Windows Key+← and Windows Key+→ over a remote desktop connection. Windows expects Alt to be used instead of Windows Key and so instead of Browsing back/forward, it will attempt to pin the browser window to one side of the screen or another. Not what we want.
I tried all sorts of work arounds, including changing the keystrokes that got sent with the forward and back buttons and then redefining the Forward/Back for Chrome on OSX, but everything caused problems.
@LordJair's suggestion got me thinking though, and so I installed AutoHotKey on my Windows machine. It's important not to do this on the host machine using an OSX equivalent because the RDP client will be what's interpreting the keystrokes and things get messy otherwise.
I then created the following AutoHotKey script and now everything works flawlessly through RDP and also on OSX: