However using the latest code from SVN [r1798], I get sometimes redirected to the "wrong" server :

This time, it redirected me to the second server (without my environment) :

:~/test_RDS/rdesktop-code-1798/rdesktop/trunk# ./rdesktop -u login -p password -d domain -z -k fr -a 16 rdsfarm.domain
Connection established using SSL.
Redirected to deybachfl@10.XX.XX.XX session -735518346.
Connection established using SSL.
disconnect: Disconnect initiated by user.

Why do you think this is "wrong"? As you can see, the RDP server redirected you to deybachfl@10.XX.XX.XX. In order to be a correct RDP client, rdesktop must obey this, and do the redirection.

Indeed you're right. I am redirected the way the farm wants me to. I noticed that I get redirected to the same server (when not redirected) but with a temporary profile... I still have to understand this behaviour.
We have a cluster with a DNS "load-balancing" (the hostname "rds" is either resolved to "rds2" or "rds4", the two final servers).
With the mstsc client; even when I get explicitly redirected, I don't get a temporary profile...

I confirm, using mstsc or freerdp 1.1 I get redirected in my working environment.
But with rdesktop, when I am explicitly redirected by the server, I only have a temporary profile. So it is only 'half-working"...
The strangest thing is that I don't see any logs concerning the redirection on the broker when using rdesktop.
I simply think that it doesn't work with user profile disk (UPD) configured on my 2012 RDS servers... It only works with Roaming Profiles and Folders Redirection (Windows 2008 method).