FortiGates have two main modes of operation when it comes to firewall policies and UTM: System Settings > NGFW mode: Profile-Based & Policy-Based
Profile-based (default)
In this mode, you cannot do what you are asking for. The initial firewall policy match is done only up to layer4 (TCP/UDP ports).
Only after this policy match is decided, the UTM profiles from that policy are applied. UTM then either drops or allow the traffic.
There is no fallback to re-evaluate the traffic against other firewall policies below the matched one, so if you wanted to include additional blocks or permissions for a given source&destination, you would need to implement that together with the RDP block within one policy.
Policy-Based
In this mode you first configure "basic firewall policies" that handle the initial layers & central SNAT & which SSL inspection to apply. In a separate table you can configure "Security Policies", where you can directly target specific application signatures, URL categories, etc.
Here's a link to the documentation about the Profile vs Policy mode differences
Based on your description, policy-based mode would be the best fit to implement a policy that matches your description the closest. However, keep in mind that this is not the default mode of operation and is not used as much. If you already have everything configured in profile-based mode, you would need to set things from scratch if switching to policy-based mode (the switch wipes all firewall policies), so this may or may not be worth the effort...