What you are looking for is dedicated user assignment which is only available to desktop pools with full/linked/instant clones. For RDS farms the only option is floating.
It sounds like what you really need is a tool to manage and move the users profile/settings with them as they move between desktops.
VMware includes Persona Management with all versions of Horizon but it's not available for RDS pools. If you have Horizon Enterprise you can use User Environment Manager (UEM). Alternatively there is Liquidware Labs ProfileUnity or Microsoft User Experience Virtualization (UE-V).