Hi,
In Server Manager -- RDS -- Collections -- <collection> -- Properties -- Tasks -- Edit Collection Properties -- Session tab, are all three timeouts set to Never ?
Could you see any messages on the client PCs and server logs confirming that the sessions were disconnected due to inactivity?
Please make sure you have enabled RD keepalives on all RDSH servers via group policy setting, and restart all of them for the setting to take effect.
Computer Configuration\ Administrative Templates\ Windows Components\ Remote Desktop Services\ Remote Desktop Session Host\ Connections
Configure keep-alive connection interval Enabled
Keep-Alive interval: 1
Hope this helps and please help to accept as Answer if the response is useful.
Best Regards,
Carl