Proxy connections don't appear to work with clientless sessions:
create user proxyuser identified by welcome1;
grant create session to proxyuser;
create user test01 identified by welcome2;
grant create session to test01;
alter user test01 grant connect through proxyuser;
-- The following fails with ORA-01017: invalid username/password
-- when a clientless connection is used
connect proxyuser[test01]/welcome1