EDIT: I later realized that I completely missed the obvious in this scenario. This isn't a DNS problem as much as it is a routing issue. lxlxlxl, you made mention of using VPN clients internally. That puzzles me as it would seem from your initial posting that VPN clients are unnecessary in this situation. Could you explain more about the use of VPN clients?
Ultimately, routing information needs to be input into the point-to-point VPN devices so that network traffic can be moved between subnets. FYI, DNS info can be shared between domains.End Edit
If I'm understanding your scenario correctly, simply using DNS for the RDP shortcuts' target would take care of everything... as long as your DNS was properly delegated and propagated.
Set up DNS right and this problem and probably a few more will go away.