Postgres-XL adding GTM Proxy seems to do nothing
This is known bug/feature: pgxc_ctl does not know which proxy should be used by each coordinator / datanode (it does not assume that it is supposed to use a local one).

GTM proxy does not 'pick' the config; you need to instruct others to use the proxy.

You can fix it manually by editing postgresql.conf located in data directories for your datanodes and coordinators.

Find gtm_host and gtm_port and replace real GTM values with IP and port of your proxy. Or you can add these lines to the end of the file if this makes your scripts easier. Reload datanodes and coordinators to update their config (pg_ctl reload -D /data/directory/path)

Ideally you should have a proxy configured on every physical host, and instruct your datanode and coordinators to use the local proxy.