The most complex thing I remember doing with nginx is video streaming using OBS as a source and multiplexing with nginx to YouTube, Facebook and Twitch.
Well, that's a bit off-topic from the parent comment, which was more about the Caddyfile supporting complex config (versus the underlying JSON config) and not really "complex usecases".
But that said, from a quick Google search... was this an RTMP stream? If so, I suppose you'd want to use https://github.com/mholt/caddy-l4 which is a plugin for Caddy that lets you do TCP-layer things. Caddy's standard distribution just ships an HTTP server (plus TLS and PKI, etc), which is layer-7
You might be able to use caddy-l4's "tee" handler to pipe into multiple "proxy" handlers. But I'm not sure anyone's tried this yet, I had no idea people did this sort of thing. I'd be interested to hear if it does work though.
How can I do this with Caddy?