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My rds services runs fine BUT without option to shadow rds users....
Do you mean you can't find the shadow via GUI? Have you tried the powershell method?
Reference link:
https://ryanmangansitblog.com/2014/01/23/shadowing-rds-2012-sessions/
The question is if I will install it that way, it wouldn't broke my registered rds calls and rds services when users are using it ??
Do you mean that you will reinstall the RDS deployment over the scratch? If so, it will impact the users who are using it and you shall choose a downtime to make the change.
Please verify if the method provided in the link is helpful to you and keep us posted if any update.
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Best Regards,
Jenny