Add the below in the Varnish VCL file, under sub vcl_recv

if (req.url ~ "(phpMyAdmin|phpmyadmin|phpMyAdmin/setup)") {
return (pass);
}

Than test VCL

# varnishd -C -f /etc/varnish/default.vcl

…and if all is good

# service varnish reload

NOTE: sometimes, altering phpMyAdmin auth method in /etc/phpMyAdmin/config.inc.php from cookie to http