Hi Davis,
It can support multiple connections to the same host.
Bastion connectivity to Azure Virtual Desktop is not supported.
Source: https://zcusa.951200.xyz/en-us/azure/bastion/bastion-faq#peering
Bastion is aimed toward administration of IaaS VMs and not to facilitate end users work.
When you configure Azure Bastion using the Basic SKU, two instances are created. If you use the Standard SKU, you can specify the number of instances. [...] Each instance can support 10-12 concurrent RDP/SSH connections. The number of connections per instances depends on what actions you are taking when connected to the client VM. For example, if you are doing something data intensive, it creates a larger load for the instance to process. Once the concurrent sessions are exceeded, an additional scale unit (instance) is required.
source: https://zcusa.951200.xyz/en-us/azure/bastion/configuration-settings#instance
I do not believe that this is the product you are looking for.
You might want to consider using Azure Firewall and App Locker. May I suggest an excellent Learning Path : Deliver remote desktops and apps with Azure Virtual Desktop
https://zcusa.951200.xyz/en-us/learn/paths/m365-wvd/
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