Hi Antonio, do you mean that currently you have several backup jobs going to different Catalyst stores and select the proxy in each of them explicitly, depending on the repository it is pointed to? If you leave explicit proxy selection, then everything should be fine, even though the gateway is selected automatically.
In case of automatic proxy selection though, there's a probability that some of the VM disks will still be processed by the "wrong" proxy, so enabling per-VM backup chains for repository is recommended to eliminate such cases. Please review this thread
for some additional details.