Before starting a cluster I have created a following secret in the namespace:

pods look like this:

Here's pod describe and stateful set for proxysql.

If I didn't do something wrong it seems like the custom config is not mounted and it's not used in proxysql pod.
The same works for me with haproxy.

Also I think this part is probably wrong and should be disabled in the e2e test: https://github.com/percona/percona-xtradb-cluster-operator/blob/main/e2e-tests/haproxy/conf/haproxy-proxysql.yml#L56-L103
Because it should test if the config is used from the secret and not if applied from cr.yaml (which works)