For us consultants, the VDI used in the Horizon environment can also be useful for having environments where we can install customers’ VPN clients.
Normally we find ourselves having, if the customer does not have Horizon infrastructure to give us access from the outside (Through UAG, MFA … all possible security), different VPN clients to support our customers, with the consequence of possible problems of compatibility between clients and degradation of your laptop.

In my case, I have a Horizon infrastructure in my Home Lab and I have created my own VDI where to install the clients’ VPN clients.
The only change to make, to prevent my Horizon session from ending when I activate a VPN connection, is to enter the following registry key
HKLM\Software\VMware, Inc.\VMware VDM\IpPrefix = n.n.n.n/m (REG_SZ)

where in n.n.n.n is the subnet and m is the number of bits in the subnet mask. Specifically, the network that must be used for the connection between the horizon agent and the various components (Horizon Client, Connection server, etc..)

es: