Reported by a user through the CTRL+ENTER functionality in documentation:

Page: Zabbix manpages > zabbix_sender:

Request: When using PSK and PSK Identity, this must be the PSK and PSK Identity as defined on the zabbix host item you send metrics to.
This is not the PSK you defined in the Server/Proxy config file (as used for encrypted communication between Proxy and Server).

The zabbix_sender manpage does not clearly state, which PSK and PSK Identity should be used in the user's case. Improving zabbix_sender manpage examples could help.