"The file ..\AppData\Local\Internet Calendar Subscriptions(2).pst cannot be found" with roaming TS profile

I am hoping to get help with an issue we are having with an RDS / TS cluster we have. 

2 server RDS cluster:
Windows 2008 R2, Outlook 2013 installed.  Users are setup with a roaming RDS profile.

They can log into a server and add an internet calendar without issue.  If they log into the same server the next time there is still no issue.  If they get the other server in the cluster an error is generated when opening Outlook.  "The file D:\Users\testdirk\AppData\Local\Microsoft\Outlook\Internet Calendar Subscriptions.pst cannot be found."
I can click OK and create the file, but the next time they connect to a different RDS server it gives the same message with the file name incremented with the next number.  This is because whether I create the file is it looking for or not it creates a new file when it goes to sync that Internet calendar that is added to their profile.

I have tried adding the Internet Calendar both with the "Display this calendar on Other computers with the account" selected and without it selected but I get the same results.

Has anyone see behavior like this before, and do you have any idea how to resolve it?

Thanks,

Dirk