I don't know specifically which protocol you are using because you list all 3 in your rule, but in the case of PCoIP, HAproxy does not support UDP.  You will have to use the 3 external IP setup.   One for the HAProxy and one for each UAG per tenant.

Take a look at this thread: HAproxy loadbalancer and View 6.1.1

Hope that helps you get past or at least answer your question.

Larry