WORKAROUND 1
From SPP 6.0, the RDP file that Safeguard generates has SG- followed Asset Name and Account Name (e.g. SG-AssetName_AccountName). This title bar is shown when mstsc is not in full screen mode, or when hovering over the task bar.

WORKAROUND 2
Use a Microsoft utility to set a desktop background image with some identification to make it more easily identifiable in the Windows Taskbar preview screens and continue to use the built in MSTSC client:
NOTE: By default Safeguard connects with the "Detect connection quality automatically" option, in low bandwidth scenarios MSTSC will disable the background.
WORKAROUND 3
Another option could be to use Microsoft’s Remote Desktop Connection Manager, which allows the user to independently set the IP/hostname and the display name.
However, this would require having to copy the IP address or hostname, username connection string & password from the Safeguard client to Remote Desktop Connection Manager.