You can configure the LoadBalancer, which the Fabric service uses to save the session. This will cause a particular client to always be in the same node.
You can do this by contacting the LoadBalancer assigned to the service cluster on the azure portal. Then go to the "Load Balancing Rules", select the rule that is responsible for the signalR port, and set "Session persistence" to "Client IP". This can also be done from a PowerShell or ARM template.
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