@eloisw@David Hood : Hi folks. We haven't slated this for engineering work, as we are working avidly to get the Azure portal integration out for you! Also, for shadowing, there is a workaround if you have access to that network. You would do this by querying/running Get-RdsUserSession, then from the a VM on the network, use the shadowing RDP capability, and specifying the session host and user session #.
I would also recommend adding the feature request on our UserVoice so we can continue accumulating demand.