You would have to trust the proxy to not redirect to the wrong host as you would not get a certificate warning in that case. The proxy can redirect to any host,

You would have to trust the proxy to not redirect to the wrong host as you would not get a certificate warning in that case. The proxy can redirect to any host, anywhere, so that doesn't seem to be an issue that could cause extra worry. In general, all the trust for all the domains would have to rest in the proxy.