Why doesn't rdp.open_desktop_session('xxxxxxxxxx') raise an exception when it can not connect? It only writes to stout. That makes it impossible to handle/notify connection problems...
You can try the code below (while the Desktop is closed):
import refinitiv.dataplatform as rdp
try:
rdp.open_desktop_session('<APIKey>')
except:
print("You should see this print on exception")
Also, is there somewhere a proper documentation of the RDP library, I mean not those 6 pages docs but with all functions/methods/errors etc...?