Comment # 2 on bug 1233738 from Johannes Segitz

Please install give this policy a try:
https://build.opensuse.org/package/show/home:jsegitz:branches:security:SELinux_bsc1233738_3/selinux-policy

After installing please run:
semanage boolean -m -1 unconfined_service_transition_to_confined_user

If you still have issues aftwards please run
chcon -t bin_t /etc/xrdp/startwm.sh
chcon -t bin_t /etc/xrdp/reconnectwm.sh
and try again.