First scenario
You can use old good DOS with TCP/IP - For DOS and 32 Bit DOS Ica Client preparing on bootable CD with Autostart to the Citrix Server. I've worked configuration.
But quality of video will be degraded to the 256 colours. And Sound will not be transmitted to the Remote PC.
Second Scenario
You have Tested with Knoppix.
But. You must have linux + Citrix ICA client
+ RDP client on CD.
Because at start you must connect to the Citrix Server (i think logically that is an Presentation Server or MetaFrame not Winframe)
with RDP connection. At this moment WIndows Server
will be consumed terminal license to this computer. And than Connection to the Citrix with all possibility so colours, sound etc will be possible
Information about costs:
When You not need to installing Win 2003 you must
have to know that XP-pro have terminal license to connect to windows 2000 inside - not needed to buy.
At all other configurations You must buy licenses to the DOS or Knoppix or other systems (Terminal Services Licenses to the windows server)
Good luck...