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From the outside, all the servers look the same. Your AssertionConsumerService location(s) will be common across all the servers and it doesn't matter which server actually initiates the redirect to the IdP. The only issue to address is session caching.
A more complex scenario pushes the SSL processing up front and proxies https requests into http. In this scenario, virtualization settings are required to deal with the mismatch between the physical scheme and port and the logical scheme and port. The SPNoSSL topic, among others, talks about this issue.
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