Thought it’d be a good time to give this a whirl. In order to stand up a relevant POC for RDSH (am testing through Azure) following guide is very useful
http://msdn.microsoft.com/en-us/library/windowsazure/dn451351.aspx
In my environment left the connection broker and web gateway servers as 2012r2 boxes and simply added a Windows 10 Tech Preview server as my RD session host server.
Will look into providing a more enhanced user feel as out of the box as per previous releases the server version isn’t initially tailored for a user base. Note too Multipoint in the screenshot. Will go into more detail about that piece again