The way that I do this is to run the unattended client on each users PC/Laptop rather than from the terminal server and when I want to shadow a user session I connect to their desktop, this works well.
When I am dealing with a thin client I use Standard RDP and session shadowing.
You can install the unattended client on the terminal server and manage the console however you cannot shadow a users session from the screen connect session, it will crash out on you.
