I am assuming I can just create new jobs to take advantage of the ReFS. Is that right?
Correct, as long as target repository runs on Windows Server 2016.
What about repository and proxy servers?
You will have to update them. Once updated, they cannot be used any longer in conjunction with the old backup server.
What about endpoint backup jobs, do those get stored with the same new features if the target server is Win2016 and VBR 9.5?
Nope, unless you archive those backups to Windows Server 2016 backup repository via backup copy job.