Your problem is that Internet Explorer on Windows XP (and possibly other software) does not support SNI.
I ran into the same problem - basically Firefox and Chrome are fine and get the correct certificate, but Internet Explorer does not. Then I looked a little and saw on Wikipedia, among other things:
Browsers with support for specifying the TLS server name [7] Internet Explorer 7 or later, in Windows Vista or later. Windows XP does not work, even Internet Explorer 8.
So your apache / openSSL compiler is SNI compatible and can do this, but Windows XP does not.
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