Unable to uninstall Sophos from RDS

If this is your first time installing Sophos onto the device, Sophos will run a competitor removal check. If another antivirus product is found, Sophos will try to run the uninstall commands stored in the registry. This is likely why you are seeing the error mentioned in your post. 

I'd suggest trying to uninstall Malwarebytes prior to installing Sophos. 

I'm not installing but uninstalling Sophos, and replacing Sophos with Bitdefender for our Windows 7 and Server 2008r2 in order to get updates, as Bitdefender promise to support these OSes for at least 2 more years.

My apologies for the misunderstanding on my part. I'd suggest using the Sophos Zap tool to ensure a full removal is completed on the affected device. 

Thanks. The Sophos Support Engineer has asked me to use Sophos Zap too. It works.