session broker and Gateway Server? Can't connect External.

Hello Everybody! Hope that somebody can help me out here.

I have 3 servers. One is the session broker (RDS) and 2 session host servers (TERMINAL1 & TERMINAL2)
When local (inside of the domain) use of the RDP, the desktop the session are load balanced with ease.
So when one client tries to log on to TERMINAL1 and this one is “full”, the RDS tells the client it has to go to the other server TERMINAL2. That part is working.
When working remotly through RDP (external DNS) and no VPN, sometimes the connection is successfull because there is enough room for the client to work on TERMINAL1.
The NAT on the router will redirect directly to TERMINAL1. But when TERMINAL1 is “full” it won’t accept any new connections. Thats logical because we use the session broker.
How can I automatically redirect the client RDP session (externally) when TERMINAL1 is too busy with the other session to redirect them to TERMINAL2? RD Gateway perhaps?
With VPN connection there is no problem with redirecting (load balancing)
If so, do I need to install the gateway on TERMINAL1 and/or on TERMINAL2 and/or on the RDS server(s)? Can someone help me out here. Thanks!