Solution for nested RDP session, as discribed below, right here:
Type <CRTL> + <ALT> + <END> on the On-Screen Keyboard inside the first RDP session, Windows Security will open in the core servers RDP session and you can open the core servers Task Manager from there.
the initial and only GUI interface on a Windows Server installed as core server (server without a GUI) is an administrative command prompt.
If one accidentily closed that command prompt, there is no GUI element left that you might use to reopen that command prompt. At least on first sight it looks like it…
Well if you are sitting right upfront that server it’s quite easy to bring back that command prompt, by simply pressing <CRTL> + <ALT> + <DELETE>, from there click the link to run “task manager” and from there go to “file” and “run new task”.
Now type “cmd” in the “Create new task” window and you’d get your admin cmd.exe back on screen instandly! 
Well all that is a little more complicated if you’re in an RDP session!
…ok, not really … in a simple RDP session to a core server all you need to change in the above procedure is that you want to press <CRTL> + <ALT> + <END> to get to that Windows Security screen to run Task Manager and from there on it’s the same ballgame again.
Ok, but what if you’re using a cascaded RDP session aka you’re using an admin hop server aka bastion host, Bastion RDP server?
You’d have to deal with the RDP Session in an RDP session (nested RDP session) issue that doesn’t send <CRTL> + <ALT> + <DELETE> nor <CRTL> + <ALT> + <END> to the most inside RDP session (your core server) but to the admin hop or your personal workstation.
I just found one little hint on how to get the CMD up and running again quite easily.
First:
One easy way to get this done is to force a logoff of your session on the core server and relogin.
This is easily done by another user account loging into the core server and “signing off” your users session using Task manager (type “taskmgr” in command prompt).
Second:
If you don’t have another account or another collegue to signoff your account from that server, you can use this option:
In the admin hop RDP session open the start menu and search for “on” which should bring up the “on-Screen Keyboard” right away as result.
run the OSK
and maximise the core servers RDP session behind it.
now type <CRTL> + <ALT> + <END> on the OSK and Windows Security will open in the core servers RDP session and you can open the core servers Task Manager from there.
Then again:
Use “File” and “Run new task” to start CMD.exe again.
and there you go with a fresh administrative command prompt.