Hi,

I have been considering to setup a Server 2012R2 standard with the essentials role. And then install and setup the RDSH role on the same server, but I am not sure if that is supported.

I found a datasheet for server 2012 essentials, where they mention that it isn't supported - but haven't been able to find anything similar for R2 standard with the essentials role.

http://download.microsoft.com/download/0/4/B/04BD0EB1-42FE-488B-919F-3981EF9B2101/WS2012_Licensing-Pricing_Datasheet.pdf

Anyone that could clarify if it is supported or not?

It is not supported.

One of the advantages of Server with Essentials Role is that you can install the same license three times. Once on bare metal as hyper visor, again as two VMs. Essentials could be one role, the other as anything you need/want.  That would seem to include RDSH on the second VM.