We have a case open for this with NVIDIA and they already acknowledged that this is a bug (internal tracking bug 3445082) since there are more customers with the same problem.
When the issue occurs, the user experiences a sudden disconnect or a black screen within the Citrix session. After the disconnect, the VM itself is not in a hanging state and can be accessed via remote console. After this happens the user has no chance to reconnect to his session again and we have to force restart the Windows 10 VM.
According to NVIDIA support, this only happens to Citrix VMs with 24GB memory or more. I just wanted to see if there is anybody elsa experiencing this problem and maybe we can exchange some information.