While I have not tested this specific use case, I would start by exploring map files [1] and/or stick tables [2]. Map files can be updated on-the-fly through the HAProxy Runtime API. With stick tables you can persist a session/client based on anything found within the request headers, which would include a users session id.

[1] https://www.haproxy.com/blog/introduction-to-haproxy-maps/

[2] https://www.haproxy.com/blog/introduction-to-haproxy-stick-t...