When configuring ProxySGs in a fail-over pair, it is important to configure the same multicast address on both proxies. It is also important for the device that sits between the appliances to forward the multicast packets.
If you want to use 22.214.171.124 as the multicast address for example, both proxies have to have 126.96.36.199 configured as the multicast address to use.
If both units act as master even after configuring the same multicast address, the likely cause of the issue is that the switch connecting the proxies isn't forwarding the packets.
To troubleshoot this type of issue, a packet capture should be taken and examined.