How to redirect USB-Devices via. Azure Virtaul Desktop Tool --> Sessionhost in a Hostpool

Question

Hello everybody,

i would like to redirect USB-Devices from my local Device to a Sessionhost/VM in a Azur Sessionhost.
I connect to the Sessionhost via. the Azure Virtaul Desktop Tool.
I have found multiple documentation about this topic but no one of it worked for me.

What I found:
https://learn.microsoft.com/en-us/azure/virtual-desktop/redirection-configure-usb?tabs=group-policy&pivots=azure-virtual-desktop

What I did:

1. Azure Host Pool:

• Changed the RDP-Properties in Azure Portal for the Host Pool: "usbdevicestoredirect:s:*"

2. On the target Sessionhost/VM:

• Set a local GPO to not disable USB-Redirection.
  Navigate to Computer Configuration > Policies > Administrative Templates > Windows Components > Remote Desktop Services > Remote Desktop Session Host > Device and Resource Redirection --> Disable: "Do not allow supported Plug and Play device redirection"

But however, USB redirection does not work and USB-Devices are not shown in Device Manager on the Sessionhost.

Can you please help me?
Do I need to set a GPO on my local Device?