When adding a ProxySG to Management Center there is an option that will set the Proxy SG so that it will send statistics to Management Center:
If this setting works the ProxySG will then create a connection on port 9010 to the Management Center. If the ProxySG is not able make the connection to Management Center on port 9010 then after enabling the option, there will be an error that stats “Socket Connect Error”.
If you do see this error, you will want to check to make sure that the ProxySG is able to connection on port 9010. Check to make sure there are no Firewalls between the Proxy G and the Management Center that could block the connection.
Also if the ProxySG is a Child ProxySG that is configured to forward all administrative traffic to the Parent “Up Stream” ProxySG then the Parent ProxySG must be able to communicate back to the Management Center so that it can forward the traffic from the Child ProxySG.