The FreeRDP Client that implements the RDP protocol with NLA authentication receives from the Windows Server an error when the credentials (user and password) are expired. Unfortunately, the Windows Server produces the same error when the credentials are not correct. So it is not possible for the FreeRDP Client to understand that a user has to change its password.
To solve this issue you can use the ThinMan Login feature (see How to protect the Thin Client with ThinMan Login).
By using the ThinMan Login and enabling the Remote Desktop Client connection to use the same ThinMan Login credentials (see the "Praim ThinMan Passthrough" parameter of the Remote Desktop Client Connection) you can solve this issue.