For what I know, ScaleIO uses a server client architecture, so it seems hard to me that our proxies can do Direct SAN backups like they would do for a regular iscsi or FC block storage. How are the proxies configured? In an hyper-converged solution, I would go for hotadd anyway. Also, when you say the proxy tries to mount LUNs outside of the cluster, what do you mean? The hotadd against other VMs? In this case, indeed a proxy can only hotadd VMs in the same cluster, so you would need to have at least one proxy for each cluster.
EMEA Cloud Architect @ Veeam Software
Veeam VMCE #1