Hi @Federico Coppola
Instead of creating an RDS broker using policy you can create group permissions and redirect them.
You can create session collections, each collection has its own RD SH, and within collection properties, you can specify a specific user group with the connection permission. Then, you can assign a specific user group the access permission to a specific RD SH.
If you are using Azure infrastructure, you can create an Azure load balancer; if not, you can set up a DNS round-robin.
You can consider RDS Farm, it improves the availability and scale of your RDS deployment via multi RD SHs.
Create an RDSH FARM RDS 2012 using DNS Round Robin:https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/rds-connection-broker-cluster#configure-dns-round-robin
Hope this resolves your Query!!
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