You can configure the proxy server to route requests to applications that are hosted in other cells by configuring the core group bridge service (Servers > Core groups > Core group bridge settings from the administrative console).
The basic steps to configure cross-cell routing are configuring and enabling core group bridges in the cell that the proxy server belongs to, and in each of the other cells that are being routed to. The core group bridges need to be configured with the same access point group name.