Steps to reproduce:

1. Use a proxy. Does not matter active or passive. Does not matter if proxy to server encrypted or not.
2. Use an agent with PSK configured and data collection verified as successful. OpenSSL 1.0.2. used.
3. Add a Global script in Administration -> Scripts to be executed on remote agent.
4. Run the script anywhere from the web interface.

Result:
Script is not executed.
Error message:

Cannot execute script
Details
Get value from agent failed: TCP successful, cannot establish TLS to [[hostname]:10050]: cannot connect with TLS and PSK: no valid PSK loaded

Expected:
Script executed.

If encryption disabled for the agent then scripts run fine.
Tested with PSK only.