Some ExternalParameters we call can run for quite a while (i.e. in those cases lag is expected), so we increased the ExecTimeout on those agents. Otherwise the commands ran into timeouts, the agent terminated them and we never got the results. Not sure if that is what you are experiencing? If you have really long running scripts/commands, you may also want to look at ExternalParametersProvider (we haven't used this ourselves yet, so can't give any advise on actual configuration/usage).
If your proxy is connecting to a lot of other agents/systems and polling a lot of DCIs, you may want to increase the number of MaxSessions on that proxy. I think the default is 32. We have a couple of sites where we had to increase this.
