To answer my question, it seems possible to control clipboard access on Harmony Endpoint by "restricting" remote access when clipboard setting is enabled in RDP.
This is controlled by the following registry: HKLM/SOFTWARE\Microsoft\Terminal Server Client\DisableClipboardRedirection. Set REG_DWORD to 1 for disable, 0 for enable clipboard.
You can create a Compliance->Applications/Files check -> Modify and check registry, input the above key name in the registry value name, check REG_DWORD under "Reg type" and Exist under "Check registry key and value".
The problem is that it seems the compliance check, goes and checks the wrong registry location. I found that by selecting Action=Update. I found that it updated the following location: HKLM/SOFTWARE\WOW6432Node\Microsoft\Terminal Server Client\DisableClipboardRedirection. So it's adding WOW6432Node in the registry path.
Any idea on how to resolve this?