The Administration -> Proxies has a "Last seen" column where you can see if a zabbix proxy is unreachable or not responding. However, there is no alarm or notification anywhere that a remote proxy is lost. You have to wait 30 minutes before a trigger comes about "More than 100 items missing data..."

I suggest that there should be an immediate indication that a remote proxy has been lost, irrespective of the number of hosts behind this proxy, even if none.