Some news about my problem, which is in fact specific to Wyse P25.
Teradici suggest me to migrate on View 5 :
[...] random session disconnects are a know issue with View 4.6 and are resolved in View 5, and there is currently no work around for this issue [...]
So, I will try to upgrade a part of my infrastructure to vSphere 5 + View 5 to see if the problem is really solved...
Thanks for all your suggestions