After I watch this very informative video, I found answers to my questions.
Basically, the new connection will be established automatically when the client is assigned to other server node. The old connection is lost, however in any case, all the clients can be notified if you are using Back-plane. Thus, this is not a problem.
The hub object is also not a problem since it is transient object, i.e, in every new single operation a new hub object is created. Thus, this is also not a problem. There is no persistent hub object between server and client. Even if there is one server and one client, the hub will be destroyed and created in every operation.
The only problem is that if you are using groups, then the group information is lost for the client when it connects to the other server. The server does not maintain lists of groups or group memberships. So in that case you need to use a database and you can update manually from your db. When the new connection is establishes between client and new server, you can search this client in the db, and if you find a group information of that client, then you can manually re-register to that group again.
For choosing the Backplane, there is no fastest or best way. Nobody can say this way is faster or better among Azure Service Bus, Redis, SQL. It really depends on your application. If you are already using MS Azure Services, then pick Azure implementation for your web app. If you are using Redis in you app, go woth Redis. Otherwise you can select SQL. As I said, all of them are more or less same. Pick one that is most suitable for your web app.
These are all what get from video and the official site of the SignalR page.
This site is one of the best SignalR tutorial and api guide site. It is highly recommended that go through all sections.
