Make the user aware there are additional proxy settings besides the project scaled-proxies settings
The project settings dialog and the global preferences dialog could/should offer "shortcuts" to each other for discoverability, because it's not obvious for someone looking at the project settings dialog that there's also a global setting it is inherited from.
I would suggest the project settings dialog's "Proxy" (which should probably be named "Proxy editing") to have a button that says [ Set as default ] (or "Set as default for new projects" if you want to be explicit, but space may be a bit constrained. You could add a tooltip property to the button to be abundantly clear, alternatively).
Edited by Alexandru Băluț