Just to give you some guidance since Dell has been less than stellar about providing documentation around their solution.
When using Dell WYSE 5070's and have upgraded to ThinOS 9.1.1131 there are some tricks to the trade that will come in handy.
1) Before you upgrade to the new OS, you have got to hard code HTTPS for your WMS server. This simple URL will not work and you'll be stuck with a connecting to Broker error. Make sure to append ":443" to the end of the WMS URL. First issue fixed
2) After your system upgrades to the new code (there is an OS upgrade and a WVD install) that goes along with it. Make sure to add those both to your WYSE Management Server. Once both are installed you have got to perform a "Reset Factory Default" which is a checkbox on the login screen. You can login to Azure all you want before that but it will never make the final connection. You can even change the password and allow for password change upon first login. So it is communicating with Azure but will never hit the WVD Broker.. After that you are smooth sailing.
3) One big gotcha is UC Applications. Most of the biggies have been published as upgrades by Dell running in VMWare Horizon and Citrix environments, Zoom is not supported under WVD at this time. You get Audio but zero Video. Dell says it is on the roadmap but has yet to give an ETA.