Zabbix server apparently expects zabbix proxy to compute calculated items
on it's behave, which the proxy is obviously unable to do.

As a test I created a template with just one item:
Type: Computed
Key: test.calc1
Expression: 1

And then added this templates to two hosts, one directly managed by
zabbix server and another managed via proxy. When I check the data for
each host the correct reading for the directly managed host and no
reading for the managed via a proxy.

So I think that zabbix server should extract all calculated items before
sending the list to the proxy and compute them by itself.