I'm using zabbix proxy in a small virtual machine with mysql in the same virtual machine. Mysql crawls when querying a big proxy_history table (3.5 million rows).

The original query needs filesorting and takes a lot of time. I've modified the default 1000 items to 10

mysql> select p.id,h.host,i.key_,p.clock,p.timestamp,p.source,p.severity,p.value,p.logeventid from hosts h inner join items i on h.hostid=i.hostid inner join proxy_history p on i.itemid=p.itemid where p.id>21824754 order by p.id limit 10;
.... (Removed)....
10 rows in set (1 min 50.70 sec)

Testing another way to get the data I got the following results:
mysql> select p.id,h.host,i.key_,p.clock,p.timestamp,p.source,p.severity,p.value,p.logeventid from hosts h inner join items i on h.hostid=i.hostid right outer join proxy_history p on i.itemid=p.itemid where p.id>21824754 order by p.id limit 10
right outer join proxy_history p

...(Removed)....
10 rows in set (0.07 sec)

The difference is in the right outer join for the proxy_history table.