To achieve high availability for FSLogix Profile Container on-premises, Parallels recommends using multiple SMB locations with a single VHD path and Distributed File System Namespace in front of one or many SMB locations (note that only one SMB location can be active at one time) as active-passive HA. DFSR is applicable to NTFS-based SMB locations, but a third-party synchronization tool, such as https://bvckup2.com/kb/beyond-robocopy, is required for ReFS.
Multiple locations can be specified from the User Profile tab by clicking on the [+] button.
For FSLogix Profile Container in the cloud (e.g. Microsoft Azure), multiple storage solutions are available, with the recommended ones being Azure Files and Azure NetApp Files. Additional best practices apply, such as setting up the storage solution in the same datacenter location and excluding the VHD(X) files for Profile Container from antivirus scanning. For more information about FSLogix Profile Container and Azure deployment options, see https://docs.microsoft.com/en-us/azure/virtual-desktop/create-fslogix-profile-container.
More information on DFS and DFSR can be found at https://technet.microsoft.com/enus/library/jj127250.aspx.