Hello @Saurabh Vijay
In this case RDS CALs are not needed because you will be using a 3rd Party solution to create both virtual desktops as well remote sessions to those virtual environment.
This is completely normal, as with you Windows Server licensing you have included the usage of the features and platform functionalities from Windows, which are the base for the 3rd Party services.
What you would need is to consult with those software manufacturers, in order to verify what kind of licensing is needed to run their products and environments.
Hope this helps with your query,
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