Right-click on the Receiver icon in the taskbar > Connection Center. Select your app/desktop and click on Properties. Check for Encryption level value. For a DTLS connection, it will be equal to 256-bit DTLSv1 in use
On NetScaler Gateway
Go to Configuration > NetScaler Gateway and click on ICA Connections. You will see details regarding the session and protocol in use (UDP if DTLS connection is established)
On Citrix VDA
Launch a cmd prompt and type ctxsession -v. You will see UDP -> CGP -> ICA in case of a DTLS connection.
On Citrix Director
Launch Director and search for the user. In the detail pane, you will see which type of HDX session near Protocol. UDP for EDT/DTLS.