Symptoms

Network Load Balancing
NLB IIS servers
NLB K2 Servers
NLB Sharepoint 2010 farm
Failover Clustered SQL instance
 

Diagnoses

At the moment the affinity for all the NLB's is set to Single. Because it is only the IIS worker account that makes requests to the K2 box all the work is only done by one node of the K2 cluster. I thought that we would get better performance if the affinity was set to None on the K2 box.

I found this article

https://help.k2.com/onlinehelp/k2blackpearl/icg/4.​6.6/webframe.html_before_settingupnlb.html

Which suggests I could set the K2 cluster to None , but I'm not absolutely certain which elements of our system would be defined as

K2 Host Server cluster
K2 Host Server cluster
K2 for SharePoint Server cluster

 

Resolution

Regarding NLB setup and configurations.
Please see the following links.
https://help.k2.com/onlinehelp/k2blackpearl/icg/4.6.6/webframe.html_before_settingupnlb.html
https://help.k2.com/onlinehelp/k2blackpearl/icg/4.6.6/webframe.html_deploymentconsidert2.html
https://help.k2.com/onlinehelp/k2smartforms/userguide/1.0.5/webframe.html_setting_up_nlb.html

As you mentioned you did have a look through the above documentation.
Here is an explanation of the different clusters.
K2 Host Server cluster - This is the cluster that where your K2 Service runs on. (IE the K2 Server running the K2 Service)
K2 Workspace cluster - Some clients install Workspace on its own machine/cluster usually running IIS
K2 for SharePoint Server cluster - Your K2 for Sharepoint Servers. IE your Sharepoint Cluster running K2.

For assistance with setting up your NLB please contact your local CAM (Customer Account Manager) or your local Services team. They can assist regarding this.