Here are the alert details:

To locate the actual agent who needs the proxying to be enabled, proceed as follows:
From the Powershell Console:
Type : Get-MonitoringObject -id: 41DD3671-ACA6-140A-2E8B-2B04D7791F76' | ft
DisplayName
This should output the Display Name of the server which needs to have the agent proxying enabled.
So to enable Proxying:

Access the Administration Node and locate the agent under Agent Managed. Right click. Select Properties. Click the Security tab. Place a checkbox beside Allow this agent to act as proxy…