Add the target account credentials to the Windows Credential Manager from the command line and try reconnecting:
cmdkey /add:TARGET /user:TARGET\USER /pass
Where TARGET is the remote Hyper-V host name and USER is the username added as an Administrator to the Hyper-V server.
As an aside, after having struggled with this configuration myself, I highly recommend running HVRemote on the client and server to aide in troubleshooting potential issues.