One way to solve this is to use a bogus HDMI display (a HDMI plug that mimics a display but with no image at all). It works Ok. Link: HDMI Dummy Plug,Headless Ghost, Display Emulator
https://superuser.com/questions/1741116/keep-remote-access-software-working-when-laptop-lid-closes
A 2nd solution is a bit more obscure but doesn’t involve using any additional hardware. You need to break the ACPI driver in Windows’ Device Manager by changing (“updating”) its driver to a non-compatible one (any one from the list). This way the ACPI function will simply won’t work and won’t turn off the display.