Check Security Center, link below. It may depend on your threat detection settings if you find stuff there
https://documentation.meraki.com/MX/Monitoring_and_Reporting/Security_Center
Here is the info about the threat detection settings.
https://documentation.meraki.com/MX/Content_Filtering_and_Threat_Protection/Threat_Protection
I believe Mode = Prevention and Ruleset = Security and it will block RDP attempts anything less and it will warn.
My recommendation is with the countless security vulnerabilities with RDP, only do it once on the VPN.
Outside of Meraki you should be auditing the server logs for lockouts. Also there is a lockout tools available to help you sift through the logs
https://support.microsoft.com/en-us/help/4469275/introduction-to-the-account-lockout-and-management-...
Check your Group Policy settings in AD and see what the lockout policy is. Most of the time it is crazy high like 50 attempts then lockout. If it is set to 50 and his account shows locked out, you know you have a brute force issue to handle