Forward request for 2nd factor to other RADIUS server

Question

I am working with FreeRADIUS for quite some time now and it is working perfectly fine. I mostly use it for WiFi authentication and wired 1x auth, both with only one factor.

I now have a new usage scenario which is authenticating VPN users. This should be done using a two factor authentication. The first factor should be the Active Directory password and the 2nd factor should be either SMS, email or a Yubikey. For this 2nd factor, I already have a running RADIUS server which could be connected to by FreeRADIUS.

I tried to implement the setup described at the following website: https://wiki.freeradius.org/guide/2FA-Active-Directory-plus-Proxy.

The first step is working fine, the user is asked for their password and the password is verified against the Active Directory. Then, FreeRADIUS sends a new challenge asking for the OTP. A this time, the 2nd RADIUS server is not yet contacted and the SMS or the mail containing the 2nd factor is not sent. When the user enters something at the prompt, control is given over to the proxy RADIUS server which asks for the 2nd factor again and which then triggers sms or email sending.

I have read the configuration of FreeRADIUS but I don't understand how to pass control to the proxy RADIUS server and let that server send the new challenge instead of the FreeRADIUS server. I guess the solution is very simple and I just don't see the forest for the trees... So it would be great if someone could help me here...