I'm not sure I quite understand your design - if you patch eth0 on the UTM, then one of your ESX servers loses its uplink, no?
The whole point of having 3 interfaces on the UTM for your ESX cluster is to provide a bit of redundancy, right?
Your new switches have a single uplink, and even worse, your second switch is uplinked through your first switch.
(Incidentally, if you can afford Sophos UTM & ESX servers, it is surprising that your HP people have recommended such a basic switch to you).
Anyway, what is your intention for these new devices? To add them to the existing VLANs that exist in the V environment?
Or are you going to create a new sequence of VLANs? (eg, 23, 24, 25, etc...)
If I were designing this, and assuming what you are creating is a new and non-virtualised networking environment in order to support some non-virtualised resources, I would probably want to put it between the UTM & the ESX environment in order to preserve the existing connectivity while at the same time providing more ports for additional devicesw that aren't inside the ESX V environment.
Additionally, I might look into moving my routing off the UTM and putting it on a device that is going to give me better routing performance.