There is no real "HA" setup, you simply install two DUO Authentication proxy in your environment. This way you have two servers providing the DUO service. You then point your relevant devices to these duo servers and that is it.
That depends on the Authentication Source going to the Proxy. Normally devices (such as ASA or other Firewalls) allow you to enter multiple radius servers in their configuration.
What device are you looking to set up?
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