CTRL+SHIFT+ESC is a keyboard shortcut for launching the Task Manager. It has "File->New Task..." which is basically a Run dialog that you'd normally get with WINKEY+R, which you can use to restart Explorer by entering "explorer" or "explorer.exe". I have used this shortcut numerous times when explorer has crashed and not restarted.
This shortcut is handy whether or not you are on remote desktop, but it definitely comes across regular remote desktop sessions (whereas CTRL+ALT+DEL does not) and is extra useful in that case.
REMEMBER: if you're in remote desktop, reconnect and check the option the "Apply Windows Key combinations" = On the remote computer for this to work.