1. Please change your Licensing mode to Per User in Remote Desktop Session Host Configuration (tsconfig.msc). Since you have purchased Per User RDS CALs the RD licensing mode on your server should be Per User.
2. Please verify in RD Session Host Configuration that your RD License server is showing as specified, and the correct name for your RD Licensing server is listed. This will show if your GPO setting is taking effect. If it is not specified then
go ahead and specify it manually. Since the Licensing Diagnosis said you have a license server I think it is set, I just want you to double-check it.
After completing the above please see if you are able to logon, and reply back with your results.