Hi,
When users accessing to the server with RDS CAL simultaneously, they will get their own desktop or session based remoteapp, which will not be interfered by other users but only administrator could monitor or shadow.
With User profile disk(UPD) feature, an alternative to roaming profiles and folder redirection in the RDS scenarios. With UPD, user and apps data (i. e., a user profile) are stored as a separate VHDX disk on dedicated file on the network shared folder. This virtual disk is mounted to the user session as soon as the user signs in to the RDS server, and unmounted when the user logs out.
Reference links:
Remote Desktop Session Host
https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/rds-roles#remote-desktop-session-host
Working with User Profile Disks and Best Practices
https://workspot.zendesk.com/hc/en-us/articles/214741786-Working-with-User-Profile-Disks-and-Best-Practices
Easier User Data Management with User Profile Disks in Windows Server 2012
https://techcommunity.microsoft.com/t5/microsoft-security-and/easier-user-data-management-with-user-profile-disks-in-windows/ba-p/247555
Please note: Information posted in the given link is hosted by a third party. Microsoft does not guarantee the accuracy and effectiveness of information.
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Hope this helps and please help to accept as Answer if the response is useful.
Thanks,
Jenny