Apart from all the usual stuff to change it that is documented, you may also need to change the following key(s):
HKLM\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Terminal Server\TSAppAllowList\LicenseServers
HKLM\SYSTEM\CurrentControlSet\Services\TermService\Parameters\LicenseServers\SpecifiedLicenseServers
HKLM\SYSTEM\ControlSet00{1,2}\Services\TermService\Parameters\LicenseServers\SpecifiedLicenseServers
Both keys are REG_MULTI_SZ
type, meaning they support text entries, and if necessary you should enter one FQDN per line
It may also be necessary to set the licensing mode using the Registry, look for this key:
HLKM\SYSTEM\CurrentControlSet\Control\Terminal Server\RCM\Licensing Core\Licensing Mode
Set it to:
And make sure to restart the server after changing this value
Useful link