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Load Balance 3391/UDP and 443/TCP for RDS Gateways

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Looking for some help concerning the RDS Gateway Role and load balancing.

I have an pre-production RDS environment that contains 3x Gateway Servers. I have tested the environment by connecting through each one of the individual Gateways and everything works just fine.

I'm now at the point where I want to use my hardware load balancer to receive the connections and distribute them between the 3 Gateways. I would also like to use the UDP Transport on 3391 as well.

The part that I don't completely understand is that I'm assuming that each individual connection, which will be coming in initially on TCP 443 and then UDP 3391 would need to be routed to the same gateway?

It would make sense and be easy to set the LB up to balance both ports to the 3 Gateways, but without any specific load balancer magic, connection "A" might go to one gateway for 443 and a different gateway for 3391.

It's possible that I could be overthinking this and I'm not sure if this is a flat out requirement. In the case where the user initially connects on Port 443 to Gateway A, then the UDP traffic comes in and the LB forwards that to Gateway B. Does Gateway B know to forward that UDP traffic to Gateway A if all the gateways have the farm properties configured?

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