This is a known limitation of the keyframe system. There is a good explanation here:
This will probably be improved in the future, but there is no way to predict when.
The method you are using to do proxy editing is clever, but it is not officially supported. There are probably other gremlins besides this one you reported. So you should be very careful and test your methods thoroughly before you embark on a large project - or you might risk a lot of rework.