If you use Apache and all you need Shibboleth for is to create your application's own session you don't really need any host affinity at all. You can use proxying to assure that all login activity occurs on the same host.
This is only a guide. Your installation and experience will differ.
To initiate a session your app redirects users to, say, "/login/...", a Shib protected location, where you generate an application session (with cookie) and redirect users back to "/app/...".
So, the accesses during a login are:
(user needs login)
(user dialog with an IdP)
(back to the app with a session)
For the shibboleth part of the login to work '4' and '5' have to be on the same host. Starting with about version 2.4 we cannot proxy '4'. Its verification of server name is not optional. So we have to proxy the return to the login ('5').
Enable apache rewrites
RewriteEngine on RewriteLog /logs/rewrite.log RewriteLoglevel 0
Disable address checking
The proxied requests will come from the peer host, not the browser.
For this example we'll use "/login". You could also use "/secureloign", for example, for 2-factor logins. Note that we don't protect the 'logiin' path with shibboleth. Instead we protect a hidden path. Call it "/login-shib".
Choose an 'in-progress' cookie
For this example we'll use "splogin".
Notify peers when the local host processes the /Shibboleth.sso
Set the appropriate cookie. And clear it when its been used.
<LocationMatch /login-shib> AuthType shibboleth require valid-user order allow,deny allow from all </LocationMatch>
Let shibboleth silently handle the other host login paths.
When handling the redirect from /Shibboleth.sso we need to gather the shib attributes. This has to be just "require shibboleth".
<LocationMatch /login> AuthType shibboleth require shibboleth order allow,deny allow from all </LocationMatch>
Handling the rare case of already logged in users hitting the login path
If a user has a shib session and hits the /login/ path they skip all the login business and go directly to /login-shib/, which probably doesn't exist. You can handle this by creating a (web-root)/login-shib/ directory with an index.html that redirects immediately to, say, '/'.
I use webisoget to test the proxy setup. Use its '-maxhop 1' option to single step through the many login redirections. You have to use your /etc/hosts file to direct the requests to particular hosts. The '-map' option won't work because libcurl caches mapped dns addresses and there's no way to prevent that (short of editing libcurl). The /etc/hosts file works well, though. You may want to increase the lifetime of your cookies during testing.