I'd love to see an example, thank you.
But the OP was interested in hosting 4 sites in a single instance of GF, so there's no need to introduce a 3rd party.
One issue with proxies is that applications that generate absolute URLs, have a tendency to stick their port numbers in to the URL, and those port numbers aren't valid for "the public" (since they're shrouded by the proxy). Now, for things like redirects and such at the HTTP level, the proxy can catch those issues and rewrite them. But if the app is putting those URLs in to their own content (that is opaque to the proxy), it can be an issue.
Just a caveat around proxies that needs to be considered.
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