Multiple proxies within one zone intended for load balancing and HA - so all proxy nodes should be able to communicate with all nodes within zone. Server will distribute load between proxy nodes, and yes, this process is not subnet-aware (and is not intended to be).
If two subnets you have are actually in two different locations, you can split them into separate zones and assign correct proxies.
Overriding proxy on subnet level can be implemented relatively easy if load balancing and HA functionality is not required - i.e. only one proxy set on a subnet, it overrides any zone setting, and if this proxy is not functioning, communication with the subnet s lost. Replicating full zone proxy functionality on subnet level will significantly increase complexity of necessary changes, and in my opinion will be unnecessary duplication of functionality that is already exist.
Best regards,
Victor
