Some embodiments provide a transport session discovery protocol that enables load balancing devices of an Anycast reliant distributed platform to route legacy control messages to destinations within the distributed platform that manage the sessions or connections implicated by the legacy control messages, even when the implicated sessions or connections cannot be directly identified from the control message headers. The modified load balancing operation as a result of the transport session discovery protocol involves identifying a message header mapping to an unrecognized session or connection, extracting session or connection identifying information and an error or condition from the message body, generating a new messaging construct to encapsulate the extracted information, and multicasting the messaging construct to other load balancing devices operating within a common point-of-presence. The load balancing device having knowledge of the server managing the implicated session then routes the error or condition to that server.