\\tsclient share is blank when RDP'ing to remote Windows server

Is there any kind of restrictions on the server that you are remoting into?

Check: Start > Run > tscc.msc

Right click on RDP-Tcp and go to Properties > Client Settings

Make sure that Drive Mapping doesn't have a check in it.

If I understand correctly, this can happen if drive redirection is disabled. To see if that's the case on Windows Server 2012 R2:

1. Run mmc.
2. Under File, choose Add/Remove Snap-In.
3. Add the Resultant Set of Policy (RSoP) snap-in.
4. Right-click on Resultant Set of Policy and choose "Generate RSoP Data."
5. Choose logging mode and follow the on-screen prompts to select the computer you're interested in. You don't need user policy settings.
6. Navigate to Computer Configuration, Administrative Templates, Windows Components, Remote Desktop Services, Remote Desktop Session Host, Device and Resource Redirection.
7. Check whether "Do not allow drive redirection" is listed as Enabled.