Terminal Services allows IT departments to install applications on a
central server.
For example, instead of deploying database or accounting software on all
desktops, the applications can simply be installed on a server and
remote users can log on and use them via the network.
This centralization makes upgrading, troubleshooting, and software
management much easier.

However, since all terminal clients share the server’s network, it
becomes difficult to monitor/filter individual users internet usage
because most internet monitoring/filtering products only monitor/filter
internet activities based on ip addresses or MAC addresses.

From WFilter en.3.3.148 version, with WFilter proxy’s “user authentication” feature, you are able to monitor terminal client users and set differnet internet policy for each user.

Please check details of this solution at: How to monitor terminal server users?