It looks like Kaspersky setup is making some configuration changes to the network connection of the Windows installation, breaking the binding to the WSM OS Streaming Stack.
Try to install on the Reference Device when booted from SSD and before you install the WSM client, then capture a new OS Image.

It looks like Kaspersky setup is making some configuration changes to the network connection of the Windows installation, breaking the binding to the WSM OS Streaming Stack.
Try to install on the Reference Device when booted from SSD and before you install the WSM client, then capture a new OS Image.

I did not do any specific testing with Kaspersky, but it seems it blocks the communication on port 6910 / 6911 or prevents the Wyse OS Streaming stack from loading.
Have you tried to create exceptions so the communication on these ports are allowd?
If this does not help, my recommend is to engange with your technical team to discuss the use case and follow the usual process to get support investigating this request.

I'm wondering about starting to use app images instead of having everything inside OS image

http://www.vmware.com/
http://www.braindumps.com/SCWCD.htm
http://en.wikipedia.org/wiki/VMware
http://www.caltech.edu/