Hi, @LeHongTung .

I don't know if this answers your question, but I'll do my best to answer it.

Q1.
Is it possible to build a stand-alone Connection Server at SiteA , SiteB respectively?

A1.
Yes, it is possible.
https://user-images.githubusercontent.com/23439178/230605584-4e3a89f5-59a4-4a15-ad65-865ba9aff156.pn...

Q2.
I have 100 CCU licenses.
Is it possible to assign 200 users to the deployed desktop pool?

A2.
Yes, it is possible.

Q3.
I have Secure Tunnel and PCoIP/Blast Secure Gateway enabled.
What data is transferred through this tunnel?

A3.
Session information will flow.
When using Secure Gateway, when a user is connected to the VDI,
Connection Server is shut down, the session is disconnected.

Without Secure Gateway, the session communicates directly with the virtual machine that has the Horizon Agent installed, so shutting down the Connection Server while a user is connected is not a problem.

See TechZone for more information.
https://techzone.vmware.com/resource/network-ports-vmware-horizon