I'm currently managing a small Xenapp farm, and let me also say my background is Microsoft/Cisco, I have minimum experience with XenApp. With that being said this might be an little solution so keep an open mind.
We have multiple clients from different districts to have access to their own application. (Different domains/policies) When they try to save something it says local C: however, its the servers local C: drive and then there's a mapped drive for Client local C:
We would like the first local C: drive to be the client local C: drive.
Let me know if more information is needed.