I suggest add to CA Privileged Access Manager besides options <user>, <password>, <Local IP> and <First Port> additional option - <Device Name> or <Remote IP>. This option needs when we use 3rd party applications like xShell or WinSCP with PAM and configure TCP/UDP Service for it. When user runs this applications he can see in window title information about local connection settings (like firstname.lastname@example.org, see screenshot in attachment) and it is really confused when user works with a lot of target systems.
WinSCP for example supports option /sessionname that allows to add to windows title specific information. So if PAM could paste to this parameter Device Name or IP address of target system it will be best solution for this issue.