Would it be possible to imagine a Bluetooth and Wifi proxy device? For instance an esp which handle Bluetooth proxy AND esphome WiFi proxy for far away device.
Not really. While esp’s actually can act as a NAT-Wifi-Repeater/Router the problem is actually the NAT which doesn’t allow transparent routing which would be necessary for the native api for example.
As an example:
But beside bluetooth it should be possible for esphome nodes to send informations from other nodes that would connect via RF or even esp-now (wifi radio 
) 
See this work from @tomrusteze as an practical example for esphome:
I am not sure I understand what you are saying. I wonder whether I can implement such solutions:
- an existing esp8266 used in ESPHome like the SonOff Mini R2 would be used to perform its original task + it would extand the range of the wifi or at least it would connect to near other SonOff Mini R2 which have low wifi reception.
- a new esp32 used in ESPHome which would extend the range for bluetooth and wifi reception at the same time. So that my far bluetooth HA and wifi esphome devices would be able to communication with HA.
I don’t think that’s possible. Like explained ESP’s can’t do a transparent layer 2 bridging/switching and therefor devices “behind” (connected) to a esp (NAT) repeater are not individual addressable. 
Just get yourself a “real” cheap repeater (often something used for $10 and openwrt compatible will easily get the job done) to get the needed area covered with wifi and call it a day
Yes but the thing is that I start to have too many devices connected to my wall plugs. Wifi repeater, zigbee repeater, bluetooth proxy, … It never ends.
Can you quantify this by the technology/protocol used and what exact problems you think it causes? 
And will be most likely not solved by using and esp (which has very limited hardware) as an wifi repeater 
Well, I use in my house 7 ZigBee repeaters, 4 devolo wifi repeater and not yet a Bluetooth proxy. Maybe one or two in the future.
I am not sure it is a real problem but I start lacking spaces for new plugs. Even for non home automation purposes.
At merely every room, there is a device plugged in the wall. For people less into home automation, it looks weird and could be kind of annoying.
Interesting
That’s your personal setup. Maybe you need to streamline your experience? 
Yes you’re right! How can I achieve that? Wifi repeater are necessary as it is also needed for people using their smartphones. ZigBee seems to be the best way to handle small home devices for alarm, lights and switches. And Bluetooth is needed for some specific devices such as people scales.