I'm investigating HAProxy as a possible replacement for F5. F5 is capable of persisting a session based on a response header value:

when HTTP_RESPONSE {
  set session [HTTP::header X-Session]
  if {$session ne ""} {
    persist add uie $session
  }
}

and then route all subsequent requests which contain the same session ID in a header, query parameter, path, etc. to the same machine, eg:

when HTTP_REQUEST {
  set session [findstr [HTTP::path] "/session/" 9 /
  if {$session} {
    persist uie $session
  }
}

I'm wondering if this is even possible to do with HAProxy?