To do this there is a setting available. When you edit the group policy, go
to User Configuration->Administrative Templates->Windows Explorer. The
setting is named 'Hide these specified drives in My Computer'. You can
select all drives to be restricted or simply the ones you choose.
To get this to work in your terminal sessions for your users, you also need
to enable loopback processing for this policy (KB article on that below).
In addition, you will need to grant Read and Apply Group Policy Allow
permissions on your new group policy to your terminal service users (or a
security group they belong to) whom you want the drives to be hidden from.
231287 Loopback Processing of Group Policy
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