Hello Mandar,
Reverse proxy set up you need to do with the help of your proxy team. From EUM configuration point of view you need to change the end point configurations accordingly. If you are using reverse proxy for all the communication going to EUM including internal communication like between controller and eum you will need to change those end points as well in the controller admin.jsp settings.
Please refer the below document links. If you have any specific query related to configuration let me know.
https://docs.appdynamics.com/display/PRO44/Configure+the+EUM+Server
https://docs.appdynamics.com/display/PRO44/Customize+the+JavaScript+Agent
Kind Regards, Amit
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