Hi,
This kind of config works perfectly on my box. I am not sure SNI has something 
to do here as relayd terminates the https connection, gets all the headers and 
reopens a new one. 
I just think you forgot the "with tls"  in your forward directive below:

relay "proxyssl" {
       listen on $gateway  port https
       protocol "httpproxy"

       forward with tls to <new-webserver>  port https
}

Do not forget to set a "ca file" in your protocol section if you want relayd to 
check the certificate of your target's server (see relayd.conf man).

Ronan

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