Hello E J
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Can you please share mode details on this to assist you better.
Do you want to map the drives for the users on the session host?
Do you know why the drive mapping doesn’t work?
Where are these file shares coming into AVD session hosts (on-prem or cloud)?
Also you mentioned, "Unfortunately, I do not see an option to exclude the hosts from the policy" -If you really wanted to exclude AVD session hosts from this GPO- you can create another OU for AVD Comp objects and exclude this OU from the policy.
You can use Active Directory GPO Filtering by Denying Apply Group Policy Advanced Permissions to AVD Users detailed in the following link:
Also, if the GPOs should continue applying, you can install an Active Directory Additional DC including DNS, and Global Catalog in the region AVD exists which increase the logon process, applying GPOs, etc.
You can also configure "Group Policy Loopback Processing" mode to replace or merge GPO applying settings based on AVD Login or Standard computer login. You can get much more details in the following link: https://4sysops.com/archives/group-policy-loopback-processing-part-2-replace-mode-and-merge-mode/
Hope this helps.
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