David, I agree with your feature request, two days ago i have requested to Support the same, and they told me to post here.
It would be very usefull for me too, because we have many locations and every time we create a new proxy we have to edit all jobs related to that location.
I was thinking about PROXY CLUSTERS or PROXY LOCATIONS or PROXY GROUPS that are attached to a cluster or location or group of vms.
Another idea I have in mind related to this (if it would be available), is that you can set proxy mode depending on its location, because we have some locations that we use NBD and the same proxy for others to use HOT-ADD. In this case its configured as hot-add and we have to wait the proxy to failover to nbd.
Have you had any news from support about this feature request?