Hello Ruslan @Ruslan Nalivaika
Please make sure you have added groups in Active Directory Users and Computers .
For example, you have Group A and B, each group has their own users.
Please add Group A and B as member of built-in group named Remote Desktop Users:
Active Directory Users and Computers – your domain name – Builtin - Remote Desktop Users – Properties – Members – Add, manually add Group A and B.
On your RD CB, open Server Manager – Remote Desktop Services – Collections:
Click to select one of your collection, for example Collection 1 – PROPERTIES – TASKS – Edit properties – User Group – manually add Group A, and remove domain user group. Make sure there is only group A added.
Save the change and check the result. Same operation for your collection 2 and group B.
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Best Regards
Karlie