This happens when user switches between the local desktop and Cloud workspace.
1. Try to minimize the Cloud workspace, and once in the local desktop turn on or off the Caps Lock, then go back to the Cloud and see if it matches.
2. You can also go into Control panel> Ease of access center> Make keyboard easier> make sure nothing is checked.
3. In the local desktop press Shift key 5 times quickly.
4. Log off your Cloud desktop, restart the computer and log back in.