Typically, each LUN can only be accessed via a target controller at any one time. The connections to the preferred controller should be active and the other controller should be standby. Assign the new LUN to either preferred controller and remember its iSCSI port addresses.
Enabling MPIO on Windows host
Multiple Connected Session (MCS) Policy
If you have more than 1 iSCSI NIC on the server for each session, click on the "MCS" button to add additional connections to each session. To add more connections to each session, click on the "Add" button and select the appropriate iSCSI initiator and target addresses.
Verify Multi-Path for each connected LUN
Click on "Device" and then "MPIO" button. Verify that each connected LUN can be accessed by more than 1 session.
In summary, there are two levels of path redundancy defined. Firstly, the session to each controller. Secondly, within a session, you can also have multiple connections defined under the MCS Policy. You may define different load-balancing algorithms for each level. In this setup, I clicked on the Device MPIO and defined "Failover-Only" for session level (remember the LUN can only be accessed via one controller at a time). Under each session, I defined "Round Robin" for multiple connections under MCS Policy for load-balancing.