UCE is a desktop app... Why are you using it on a Server OS (just curious)?
Where does Windows 2008 R2 store the hidden Application Files that UCE normally uses?
Example of where mine are stored in Win7 64 Ultimate:
C:\Users\[USERNAME]\AppData\Local\Mitel_Networks_Corporatio\UCExpress.exe_Url_poky0m0ivs5bevo35cyu0ulq4mjb220o\3.0.213.14823
Remote Desktop Services (RDS) is the new Terminal Services, so it's a perfectly valid reason to be using client apps on a server
The appdata would be stored in the same spot on a 2008 server, unless you are using redirected appdata or similar. There should be some events in the event log if a profile is failing to save during log off. If not then there should be something in the event viewer that will give you somewhere to start usually!