Let's talk about limits for Session Hosts.

Well, there kind of are none, at least not when the number of users are concerned. There's also no AVD user license restriction, and there's also no Windows license restriction from packing as many users you want to on a single AVD Session Host. The limitations come in more of the resources that are available on the VM and what those users are doing. So, as always, it depends, and what it depends most on are the apps and their requirements, the overall VM performance, and the numbers of total VMS that you want to manage in your environment. 

Now, as far as the upper limit of Session Host per Host Pool, today, it's 10,000 Session Host per Host Pool. However, it is recommended to have no more than 5,000 Session Host per subscription, per region. So, if you have three Azure subscriptions and you're deployed across three different regions, then you can have 5,000 Session Host per region for a total of 15,000 Session Hosts. Now, if your users and workloads are centered just around these three regions and you need to scale out more, then you can expand across those other subscriptions. So, two subscriptions would give you 30,000,  and if you scale out further across all three subscriptions, you can have 45,000 session hosts.