MySQL proxies_priv ignored in --skip-name-resolve mode
The warning is useful because it tells you that this proxy privileges will never be matched.
Your options are:

you delete this privilege
you change the @ part to % or to a defined ip address
you disable skip-name-resolve (which will slow down MySQL, which will now depend on the DNS resolver speed: https://dev.mysql.com/doc/refman/5.7/en/host-cache.html)

Update
Just tested MySQL 5.6 and MySQL 5.7, and it seems that even if the warning appears, localhost is replaced by 127.0.0.1 with --skip-name-resolve. A bug was opened: https://bugs.mysql.com/bug.php?id=81441
Clearly MySQL should only warn if the domain isn't localhost, as with a disabled resolver the rule won't apply at all, only @your.ip.address.number and @localhost would work.