Microsoft have released a Remote Desktop Services Diagnosis tool to assist with the troubleshooting of issues with RDS configurations.
http://www.microsoft.com/en-us/download/details.aspx?id=40890#!
They have also created a Support Article:
http://support.microsoft.com/kb/2692470
Summary:
The Remote Desktop Services Diagnostic tool enables you to troubleshoot common issues and collect information about the following Remote Desktop Services (RDS) role services in Windows Server 2008, Windows Server 2008 R2, and Windows Server 2012:
- Remote Desktop Session Host (RD Session Host)
- Remote Desktop Web Access (RD Web Access)
- Remote Desktop Connection Broker (RD Connection Broker)
- Remote Desktop Gateway (RD Gateway)
- Remote Desktop Licensing (RD Licensing)
Ryan Mangan's IT Blog 
Did you manage to get this tool working?
The first 3 tabs (Collections, Virtual Machines and Provisioning) do not display any information. The last 3 tabs are working (Connections, Database and Events & Traces). It does not help that there isn’t any information available on how to configure and / or troubleshoot this tool. I guess a Diagnostic Tool should work out of the box…
However, after all these months this tool is still in beta.
Hi, I have had no issues with this tool.
Have a look at the MS Remote Desktop services blog, as the program manger Omair Gillani talks about using the tool.
Logging does exist, the diag tool is an additional product, and you can install the session host role on its own