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The Local UI will cache credentials when connecting to a remote agent hosted on another machine. It will not cache credentials if connecting to a remote agent hosted on the same machine. This allows multiple different users RDPing into the remote agent host to supply proper credentials.
Audit information generated by the Local UI is stored on the remote agent host under the %programdata%\Connexion.Integrator\audit folder. Currently, no viewer is supplied to view audit information. This information should be pulled from the remote agent and put into long-term storage in a similar fashion to both Connexion and Gateway. One option would be to unwrap the audit information and store it within your enterprise audit store, or, push the files to an S3 bucket. A sample channel demonstrating this is attached.