Hi!
Have you configured your proxy with SOCKS capabilities? Please take a look at :
http://help.sap.com/saphelp_smp303svr/helpdata/en/7c/28b0d7700610149ec7f620ab3d4011/content.htm
APNS connections establish a SOCKS connection instead of an HTTP one, so your proxy should support it. You should try doing a trace with wireshark or similar software.
Also, remember that for APNS push notifications to work your application ID defined in SMP must be the same application ID defined in xCode (And thus the id generated for the push certificate)
BR,
Gonzalo.