Kristin Griffen (Microsoft MVP on RDS) has done an interesting discovery. Since SP1 using wildcard certificates for an RD Session Host server farm now no longer generates an error! Which is great!
"...Since installing 2008 R2 SP1, I have again tested securing RDSH farm servers using a wildcard certificate and a UCC certificate, and now I get no errors!
Example: I used a wildcard certificate (*.domain.com) for securing RD Gateway, securing the RDWA website, all RDSH farm servers, and for RemoteApp signing, and I now get no errors.
I have not been able to confirm exactly what change has been made by Microsoft but SOMEthing has definitely changed to make using wildcard and UCC certificates for RDSH farm servers work..."
Source: http://blog.kristinlgriffin.com/2011/07/using-wildcard-certificate-and-ucc.html#comment-form
"...Since installing 2008 R2 SP1, I have again tested securing RDSH farm servers using a wildcard certificate and a UCC certificate, and now I get no errors!
Example: I used a wildcard certificate (*.domain.com) for securing RD Gateway, securing the RDWA website, all RDSH farm servers, and for RemoteApp signing, and I now get no errors.
I have not been able to confirm exactly what change has been made by Microsoft but SOMEthing has definitely changed to make using wildcard and UCC certificates for RDSH farm servers work..."
Source: http://blog.kristinlgriffin.com/2011/07/using-wildcard-certificate-and-ucc.html#comment-form