The node still needs to receive every subscribed federated action and insert it into the local database. This has to be local to the “main application server”. Your proxy servers don’t reduce the number of federated actions. It only reduces the number of servers needed to communicate with.
I feel that the bottleneck will be the total number of federated actions, not which servers deliver them.
I remember reading an issue where the scheduled task to update hot and active was breaking shortly after reboot. So those lists were getting frozen in time, until the next reboot.