Recently came across an issue were some GPO settings weren’t taking when launching published IE instances. Confusingly could launch the published desktop with the same IE instance and the settings would appear to take fine in IE.
Issue manifested itself with application timeouts occurring etc, in my instance we had cookies set at medium at the GPO level, however the setting was “ignored” and set to Block All Cookies
Turns out the wfshell plays a part in all this:
Once programmed in the fix from above all was good with the world