I've installed zabbix proxy server (with load of schema.sql to DB and zabbix_proxy.conf configuration).
Proxy loaded successfully with no errors.

Proxy was added on server side (with one host for monitoring). Then I've got error on proxy:

17659:20150202:115503.220 received configuration data from server, datalen 2816
17659:20150202:115503.228 [Z3005] query failed: [1048] Column 'discovery_groupid' cannot be null [insert into config (configid,refresh_unsupported,discovery_groupid,snmptrap_logging) values (1,600,null,1);
]
17659:20150202:115503.229 failed to update local proxy configuration copy: database error