Lessons learned? It works and it worked immediately. Store backend host information as IP address and not as host name.
I have a setup similar to what the OP described. The other missing ingredient is that in current stable version you need to change your mysql query to avoid returning any proxy results if the user somehow managed to end up on the correct backend server directly, ie you manually say that no proxying is required. The point of the new feature that Timo added is then you can simply set IP addresses for each server and if the user happens to come in on the correct server already then proxying is automatically disabled (ie you can have a bunch of backend machines all pretending to be frontend machines and it all just works)
Ed W