Remote Desktop through RD - speed?

At a customer I can dial into using a VPN and a Remote Desktop. From this Remote Desktop I have to go further using another Remote Desktop session (RD-RD).

The second RD session is quite slow compared to the first.

Question: Could this be because the coection to the second RD is bad, to the first RD it is good?

If coections between all RD-coections inside the company (not included the first RD) are good, the speed of all coections are based on the first coection, right?

Means if the first coection is bad, all are bad.

Means if the first coection and all others are fast, all are fast and it is not getting slower due to a lot of RD-tuels (RD-RD-RD-RD... inception)