And the new certificate and DNS records are to make the proxy look legit to the Zoom client, which would otherwise not accept TLS connections. Especially if there are DNS records which specify which CA is used for the certificate.
> Especially if there are DNS records which specify which CA is used for the certificate.
If you're thinking of CAA, those records are not for anybody except the CAs. They're an indication to the CA "You may/ may not issue for these names" and explicitly never an instruction to clients about what's trustworthy.
It's unusual but completely sound to have CAA set to forbid all CAs, switch it to allow just one CA, get a certificate issued, then put it back to blocking them all again for a week or months. I'm not recommending that procedure, but it's sound and if any software can't handle that the software is broken.
The idea here is that all the public CAs are trustworthy but their procedures may not be a good match to your particular way of doing things. For example if a CA does ACME http-01 proof-of-control (like Let's Encrypt) and you let customers run arbitrary stuff on port 80 on your machines that's a bad combination, probably you should get your certificates from a CA which doesn't use ACME http-01 and restrict CAA.