I have an Amazon EC2 Instance running Windows Server 2012. I connect to the instance using RDP.
From RDP, I'm unable to connect to the VPN.
I actually think I'm getting connected to VPN, and immediately, I lose the RDP connection.
I cannot reconnect to the Instance through RDP unless I reboot the instance. But, if I reboot the instance, I lose the VPN connection.
This is happening everytime.
Any thoughts on if at all it is possible to connect to VPN from RDP on AWS.
Your problem is that the AWS server's public IP address is no longer reachable when you start the VPN. What you need is a VPN split-tunneling exception for your source IP address (i.e. the IP address where you initiate the RDP session... not the AWS IP... presumably this RDP session is initiated from India); however, split-tunneling is normally only configurable by the VPN administrator.
If your administrator allows split-tunneling, then you might be able to persuade them to help you make this work.
Another alternative is to ditch AWS altogether and go with a hosting service that offers KVM over IP access to the hosted machine; this would allow you to start a VPN within the windows machine and use the KVM IP address for management while you're connected via VPN. Sadly AWS does not seem to offer KVM services.