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Recommendations about NLB parameters for TS Gateway farm scenario:
Cluster operation mode (multicast / unicast): If the gateway servers have multiple network adapters, use unicast cluster operation mode. It is a requirement that the TS Gateway farm can communicate between gateway servers. So if you have only a single NIC on gateway servers, then multicast should be used to enable communication between gateway servers in the cluster.
IP Affinity: In most cases, especially when clients originate from many different locations on the internet, like their homes, set the IP affinity to Single. There is one scenario where the IP affinity must be set to None: if many of the TS Gateway clients are behind NAT devices causing all connections to end up with the same IP and hence the same TS Gateway server, then IP affinity set to Single on NLB will load one server more than another (for example, all remote workers in a branch behind a NAT with a single external IP). In this scenario IP affinity should be set to None.
It is recommended to configure TS Gateway for a farm scenario, no matter what affinity is used. This allows users to connect in the situation where the 2 SSL connections (RPC_IN_DATA, RPC_OUT_DATA channels) originate from different client IP addresses. For example, suppose a client is trying to connect from within an organization having two proxies to the Internet (or a proxy having two Internet IP addresses) which are used randomly. In this scenario, If TS Gateway farm is not configured then the connection might fail for any NLB IP Affinity setting because SSL connections (RPC_IN_DATA, RPC_OUT_DATA) from the client may go to different TS Gateway servers.