Enable RemoteFX USB redirection in local group policy using the following steps.
• Run gpedit.msc on your local machine.
• Expand Computer Configuration> Administrative Templates> Windows Components> Remote Desktop Services> Remote Desktop Connection Client> RemoteFX USB Device Redirection.
• Enable “Allow RDP redirection of other supported RemoteFX USB devices from this computer”
• Select “OK” after making the changes.
• Restart your client for the changes to take effect.
• Login to your HVD. Please make sure it is logged out when you make the changes and it is a fresh session.
• The padlock Icon shown in the above screen shot will be available after you enable RemoteFX.
• This will present you with the detected devices to redirect as show below.