In some Situations, you may be unable to set the license server correctly within Remote Desktop Session Host.
In those cases, you are able to override the configurations using PowerShell.
An example of the commands you would use, to set the License Server to "licenseserver.ad.local", is included below. Where of course "licenseserver.ad.local" can be replaced with the hostname/computer name related to your license server.
$obj = gwmi -namespace "Root/CIMV2/TerminalServices" Win32_TerminalServiceSetting