Yeah, what James says is true, it's annoying.
We also submitted an RFE to Citrix to start resources in another availability zone in case the previous one is dry. If we need 20 machines for a delivery group, we over-provision in 2-3 AZ (20 in each) , it starts by splitting the load equally between AZs, may it fail to start in AZ1, it will try to start them in AZ2. But we say "do never start more than 20 machines in total".
It's an on-going development so we hope it will come soon!