I am not able to personally test this without access to a Citrix environment, but I double checked with a couple of sources that say you should be able to borrow a license from the license manager that is running in the Citrix environment as long as the client can connect to it. Maybe you could provide more details (error messages, connectivity issues, etc.) If you can you may want to host the desktop license manager on a server that is not associated with your CITRIX farm but accessible to it. That is the solution that we at Miami-Dade County utilize and it works great.
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