So yes, I did get it working with HAProxy, albeit only one as I didn't get time to deploy pfSense/HAProxy in a HA setup. I also did get it to load-balance between two UAGs. I can send you the HAProxy configuration if you need it for reference? I never got any double login issues.
In a nutshell, HAProxy will not work with UDP which means that we cannot use Method 1 - Source IP Affinity. I did get it working with Method 2 - Multiple Port Number Groups and also Method 3 - Multiple VIPs. The configuration for those three methods are here: Load Balancing across VMware Unified Access Gateway Appliances.