Hi Friedemann, what do you mean by saying that backup repository "belongs to the first proxy"? What kind of repository it is?
Anyway, in case automatic proxy selection is enabled, both proxy servers will be used by the job. You cannot specify several backup repositories in the job and this is not required, each proxy will write processed data to the specified repository. Be it DDBoost repository or CIFS share, make sure automatic gateway selection and per-VM backup chains are enabled for the repository, in this case target data mover for each VM will be started on the proxy processing it and write directly to the repository, instead of redirecting data through another gateway server (though, all VM disks are written through a single gateway, so if VM has multiple disks, which are processed by different proxies, some of them will be transferred to a gateway server first).