So you are RDPed into your SQL Server, and you are trying to copy a script from your desktop to the server, or from the server to your desktop. But you can’t for some reason. All you get is what’s in the local buffer.
One option is to log out of the machine and log back in. But this option sucks.
Another option which is much easier is to kill the rdpclip.exe process which is being run by your username on the server you are RDPed into. Then from the Run window relaunch the rdpclip.exe process. This should then allow you to copy the data into the clipboard again, and then paste it on the remote machine.