mehrere RDP Server veröffentlichen -> rdp.server1.de

On security, issues, this may be helpful:

https://community.sophos.com/products/unified-threat-management/f/network-protection-firewall-nat-qos-ips/104859/latest-kbs-sophos-utm-how-to-avoid-rdp-brute-force-attacks/382065#382065

On the technology question, UTM is not a load balancer.   Approximations of what you want:

• Publish a DNS entry with multiple IP addresses.   This is likely to result in an unbalanced load, because most DNS clients will attempt to use the first entry in the list.   It also does not provide failover, because a client will not necessarily retry a different address if the initial address is unreachable.
• Use Microsoft RDP Gateway, which runs RDP in a web browser, and provides load balancing across multiple RDP servers.   You should be able to put UtM WAF in front of the gateway, which allows you to use OTP or DUO Security for 2-factor authentication.

You can probably by an IP load balancer to do what you want as well.   Just be sure that you do not let the bad guys complete a password-guessing attack on your privileged accounts.

On security, issues, this may be helpful:

https://community.sophos.com/products/unified-threat-management/f/network-protection-firewall-nat-qos-ips/104859/latest-kbs-sophos-utm-how-to-avoid-rdp-brute-force-attacks/382065#382065

On the technology question, UTM is not a load balancer.   Approximations of what you want:

• Publish a DNS entry with multiple IP addresses.   This is likely to result in an unbalanced load, because most DNS clients will attempt to use the first entry in the list.   It also does not provide failover, because a client will not necessarily retry a different address if the initial address is unreachable.
• Use Microsoft RDP Gateway, which runs RDP in a web browser, and provides load balancing across multiple RDP servers.   You should be able to put UtM WAF in front of the gateway, which allows you to use OTP or DUO Security for 2-factor authentication.

You can probably by an IP load balancer to do what you want as well.   Just be sure that you do not let the bad guys complete a password-guessing attack on your privileged accounts.