are you trying to deploy Pooled (multi-user) or Personal (single-user) host pools?
I've seen this happen before where you need to deploy the Host Pool only, set the RDP Settings up and then deploy the Session Hosts afterwards. Guides here may be helpful:
From a cost perspective, you can also use Scaling Plans to help keep costs down, although note that is for Pooled deployments. Link here:
Hope this helps,
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