Almost all items in template "Template App Zabbix Proxy" available only when you monitor proxy thru proxy itself(SIGH). If you try to monitor proxy's host directly from zabbix server you will always get server's internal checks - not from proxy. So you need apply this template to proxies that monitored thru proxies(SIGH again).
"Internal checks are calculated either by Zabbix server or by Zabbix proxy, depending on whether the host is monitored by a proxy or not." – https://www.zabbix.com/documentation/2.2/manual/config/items/itemtypes/internal

But template "Template App Zabbix Proxy" has one item&trigger - "Last access from

{HOST.NAME} to zabbix server - (zabbix[proxy,{HOST.NAME}

,lastaccess])" that not supported by proxy internal checks
"(not supported by proxy)" – https://www.zabbix.com/documentation/2.2/manual/config/items/itemtypes/internal

In real life you need move this item&trigger to Zabbix Server host and clone for each proxy.

So, my suggestion -
implement LLD for proxies on server side. Then modify "Template App Zabbix Server" for autodiscover proxies with item zabbix[proxy,<name>,<param>]
or
implement new internal checks that can be used for monitoring proxies directly from server.

Thanks