While proxies have many benefits, they do have some limitations. Well, they have pretty much one main limitation: they are only data collectors. If the server cannot be reached, the proxy cannot do independent notifications. They can't even generate events; all logic regarding triggers is processed on the server only. Remember, proxies do not process events or send out alerts. Remote commands were not supported in older versions, but are now supported since Zabbix 3.2. When we create scripts (Administration | Scripts), we now have the option to select if they need to be run from agent, server or proxy:

Remember we need to activate EnableRemoteCommands for this on our proxy, just like we have to do this for our host in our zabbix_proxy.conf file.