RSA then AD connection. How to autopopulate and keep the username ?

Have you tried using the iApp for View? It will create the access policy, supporting profiles, virtual servers, and pools, you are looking for with SecurID two factor with web browser logon support.

1 - There is not a way to retain and display the same user for both AD and RSA when using horizon client to connect.

2 - Passing the username, password, and domain into the remote desktop resource is done by selecting "autologon" in the desktop resource and using the default session variables. You will need to statically set session.logon.last.domain by using a variable assign policy item in your access policy. This needs to be placed before the advanced resource assign policy item.

Variable assign example: session.logon.last.domain = expr {"View_NetBIOS_Domain"}