Enabling or disabling the BSG (Blast Secure Gateway) on your connection servers should not cause your VMs to BSOD.
With BSG enabled all connections from the endpoints are tunneled through the connection servers. This can greatly simplify and control the communication in your environment. With it disabled the endpoints need to communicate directly with the virtual desktops running the Horizon Agent. I could see the user logging in and then receiving a black screen before being disconnected if the required firewall rules are not in place. I don't like to use any of the tunnels on my connections servers and instead like the use of load-balanced UAG both externally and if necessary internally.