With regards to the Exchange proxy issue, this isn't something that was introduced with SP2a, its an intermittant issue that could theoretically pop up any time.
We did issue a patch in SP2 to help avoid the problem going forward. You can create the following registry for each of the agents that you use
Location: agent specific registry key . (i.e. \MSExchangeMBAgent or \ExchangeArchiver or \MSExchangeMBDMAgent )
There is a secondary patch coming in SP3 which will fix a similar issue for delegate collection (which uses the delegatesprofile Profile), but this first patch should get your jobs running.
Wearer of Many Hats