For future reference and because I got stuck there myself because of oversight and incredibly poor error messages: when you install the SharePoint agent on a proxy client, the proxy client gets a 'SharePoint Server Agent' entry, like the 'File System' entry.
Opening its Properties reveals the service account you can set. This is the local admin they / we are talking about.
Additional caveat in my SP15: do not validate the user immediately. I got a stupid 'user name not valid' message in every imaginable combinations... First restart the proxy's services, then try validating. In my case the readiness check then just hung for a long time. I closed that window and just verified through the subclient's content > Browse, which showed me my sites.
The CommCell Console can be so extremely obtuse sometimes...