Also using non-persistent instant clones here. I have Parent VMs disabled.
I noticed after setting the LogDir path in the registry of the golden image (to \ServerFQDN\Share%ComputerName%) and allowing "domain computers" full control of the shared folder, that firstly, full log folders were made for the Template machine account that it creates but for the actual VMs spun up afterwards, their folders only contained one of the cloudcache log subfolders.
The FSLogix Apps Admin event log on a VM showed it trying earlier in boot to connect to the share and failing. If I restart the FSLogix services on the VM before connecting, that enables all logs to be written to the share.
As a workaround, you could always restart the services from the script that can be set to run when a clone has completed being created. (Or trigger another script to run and do that asynchronously so as to avoid timeout issues).