Hello Aris,
Thank you for posting question on Microsoft Windows Forum.
Well! The suggestion for best practice here is to avoid load balancing RDS Session Hosts directly on port 3389 with F5 LTM. Instead, you might consider deploying a proper RDS Connection Broker role, configure your Session Hosts into an RDS farm, and let the Broker handle session distribution. F5 LTM should then load balance the RD Web Access or RD Gateway servers, not the Session Hosts themselves. This ensures stable performance, proper session reconnection, and avoids breaking Microsoft’s native RDS load balancing logic.
The following article is for further reference.
Hope the above information is helpful addressing your concern! If it is. Free feel to hit "Accepted".