Hello,
I do use a SAP Web Dispatcher terminating SSL connections and using 2 DNS alternate names (SAN).
The trick is to use transaction STRUST instead of sapgenpse to create the SSL PSE. If your SP level is high enough, you can see the new field "Subject (Alt.)" in the certificate display.
To create the certificate, you just enter both SN separated by a ";" character.
Best Regards,
Olivier