In addition to an SSL certificate for the Session Control Server certificates are also needed for the Session Hosts.
It is possible to add SSL certificates without the use of IIS, but I am not an expert in this area. To this end, I installed IIS the same way as on the Session Control Server and then created the certificate the same way too.
However, you choose to create the certificate for the Session Host machines, make sure you have one for each of the machines or apply the wildcard SSL certificate to each.
If anyone knows a way of applying a certificate to a machine without installing IIS I’d appreciate you leaving a comment below.