I have tried that as well, but no luck.
Now I moved my test client on an external network that can reach external F5 VIP directly, without NAT, so that the "optional" feature is not required, but it still does not work. After successful authentication I am able to choose from the virtual desktops.. when I choose one, the VM window opens, but with the black screen. In exactly the same time when the VM window opens, I can see packets on each side of the F5. The number of packets is the same on each side, so I assume they are related. on the external side, from the client to F5 VIP it is TCP/443 traffic, on the internal side, between F5 internal self IP (VIP) and the chosen virtual desktop it is TCP/4172 traffic. But there is absolutely no UDP traffic anywhere..