Does your proxy set the HTTP_X_FORWARDED_HOST header? If so, what is it set to?
Either way, you can currently work around this issue by going to Webmin ⇾ Webmin Configuration: Ports and Addresses page and setting the Hostname for WebSocket connections option, which should include the webprefix.
However, I now consider this a bug and will fix it to set the webprefix automatically. So, after the future Webmin release (2.202 and up), you may want to edit it again and remove the webprefix setting in the mentioned option.