Well I've made some progress. It turns out I was missing a forward slash in my jenkins URL setting (there really should be a syntax check there IMHO)
So now it no longer reports that the reverse proxy is not working. But launching a slave fails in both cases. In windows, from the browser, I am getting an exception FailedDownloadException: Unabvle to load resource: https://mydomain.com/jenkins/jnlp.jars/remoting.jar and in OSX, from the command line I get Failing to obtain https://mydomain.com/jenkins/computer/iMac/slave-agent.jnlp?encrypt=true javas.net.ssl.SSProtocolException: handshake alert: unrecognized_name -- You received this message because you are subscribed to the Google Groups "Jenkins Users" group. To unsubscribe from this group and stop receiving emails from it, send an email to jenkinsci-users+unsubscr...@googlegroups.com. To view this discussion on the web visit https://groups.google.com/d/msgid/jenkinsci-users/65257794-29eb-4133-ad01-3490c2e6f0d3%40googlegroups.com. For more options, visit https://groups.google.com/d/optout.