Test with below registries on the client side (create them if not present on the client machine):
Set ProcessWM_SETTINGCHANGE to 1
On Windows 32-bit systems:
HKEY_LOCAL_MACHINESOFTWARECitrixICA Client
Name: ProcessWM_SETTINGCHANGE
Type: DWORD
Value: 1 (default value is zero) (this fix is only for users who disable CDViewer Bar and run Desktop in full-screen mode)
On Windows 64-bit systems:
HKEY_LOCAL_MACHINESOFTWAREWow6432NodeCitrixICA Client
Name: ProcessWM_SETTINGCHANGE
Type: DWORD
Value: 1 (default value is zero) (this fix is only for users who disable CDViewer Bar and run Desktop in full-screen mode)
Set MonitorLayoutUpdateDelay to 4
On Windows 32-bit systems:
HKEY_LOCAL_MACHINESOFTWARECitrixICA Client
Name: MonitorLayoutUpdateDelay
Type: DWORD
Value: 0 to 4 (default value is zero)
On Windows 64-bit systems:
HKEY_LOCAL_MACHINESOFTWAREWow6432NodeCitrixICA Client
Name: MonitorLayoutUpdateDelay
Type: DWORD
Value: 0 to 4 (default value is zero)
If the issue still exists and if you see a grey screen, then try the below registry key.
NOTE: The usage of registry key ResolutionUpdateDelay is required only for issue where customer experiences grey screen issue even after applying the other two registry keys .
Set ResolutionUpdateDelay to 2000
On 32-bit Windows:
HKEY_LOCAL_MACHINESoftwareCitrixICA Client
Name: ResolutionUpdateDelay
Type: REG_DWORD
Data: 1000, 1500, 2000 and so on (time in milliseconds, 2000 is the recommended value)
On 64-bit Windows:
HKEY_LOCAL_MACHINESoftwareWow6432NodeCitrixICA Client
Name: ResolutionUpdateDelay
Type: REG_DWORD
Data: 1000, 1500, 2000 and so on (time in milliseconds, 2000 is the recommended value)
For reference:
https://support.citrix.com/article/CTX138197
https://support.citrix.com/article/CTX140962