Customers would like to use USB device on Horizon agent via USB redirection.
But USB redirection will not work as message comes up on Horizon Client stating that "Already Redirected by Exclusive Sharing".

This indicates that the relevant USB device is redirected under Storage Device Redirection ("SDR"), which is available after Horizon 8 2206.
But in actual, SDR is not configured in Horizon client and the relevant USB is not redirected under SDR.

Current implementation of SDR makes use of Drive Letter to judge status of USB device.
In case that USB media is mounted on "D" Drive at client PC and if Horizon client fails in reading physical volume information, then current implementation considers that this as redirected under SDR.

Therefore customers is not able to share the relevant USB media via USB redirection with agent.

VMware Horizon 8

If you see such a message “Already Redirected by Exclusive Sharing”, but you didn't share it with SDR.
Please check logs if there are message like following:

VERB (01) [libsdk] : UsbDevice::GetState:167: The state of the usb device <DEVICE_NAME> (0x200000060a6b0015) is 7

"7" indicates the media is used by Storage Device Redirection and matches this symptom.