Assigning VMs to be backed up by a proxy running on the same host as the VM is done as part of our VM dispatching / proxy selection logic.
For the specific issue that you mentioned regarding NFSv3 locking. There is also an additional setting
VirtualServer/SkipHotAddForNFSLock Integer 1
that can be used to ensure that NBD is used instead of hotadd if a proxy on the same host cannot be identified.