In the script i check if proxynode dont have any critical status (>=4) because i couldnt find a way to check if a node is down with NXSL.
This will work as long proxynode does not have any other alarms with Critical that is not "Node Down".
But if the proxynode have a Critical alarm that is not "Node Down" it will be detected as proxynode is down...

Script is:

sub main() {
  myName = $node->name;
  // Find my proxy from myName="aaa-001-pc01"
  $node->name ~= "^([a-z0-9]+\-)";
  // Turn it into "aaa-proxynode"
  myProxy = $1."proxynode";

  // Check if myProxy exists
  nodeObj = FindNodeObject(null, myProxy);
  if(nodeObj == null) {
      return "ERR: Node ".myProxy." not found.";
  }

  // Check if myProxy is up
  checkPROXY = GetDCIValue(nodeObj, FindDCIByDescription(nodeObj, "Status"));
  if (checkPROXY >= 4) {
      return "OK but proxy unreachable";
  }

  val = -1;
  agentParam = "EXEC(proxyscript.sh ".myName.")";
  val = AgentReadParameter(nodeObj, agentParam);
  if(val == null) {
      return "ERR: Param ".agentParam." could not be retreived.";
  }

  return val;
}