zabbix_proxy: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/sbin/zabbix_proxy - from package: zabbix20-proxy
/usr/sbin/zabbix_proxy - from package: zabbix22-proxy

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/sbin/zabbix_proxy - from package: zabbix-proxy-mysql
/usr/sbin/zabbix_proxy - from package: zabbix-proxy-pgsql
/usr/sbin/zabbix_proxy - from package: zabbix-proxy-sqlite3

You may install the required package with command apt-get install {package}

Error in other languages:
zabbix_proxy: bevel nie gevind nie
zabbix_proxy: comandă negăsită
zabbix_proxy: comando não encontrado
zabbix_proxy: commande introuvable
zabbix_proxy: command not found
zabbix_proxy: käsku ei ole
zabbix_proxy: không tìm thấy lệnh
zabbix_proxy: komanda nerasta
zabbix_proxy: Kommando nicht gefunden.
zabbix_proxy: kommandot finns inte
zabbix_proxy: komut yok
zabbix_proxy: nie znaleziono polecenia
zabbix_proxy: níor aimsíodh an t-ordú
zabbix_proxy: no se encontró la orden
zabbix_proxy: no s'ha trobat l'ordre
zabbix_proxy: opdracht niet gevonden
zabbix_proxy: parancs nem található
zabbix_proxy: perintah tidak ditemukan
zabbix_proxy: príkaz nenájdený
zabbix_proxy: příkaz nenalezen
zabbix_proxy: команда не найдена
zabbix_proxy: командата не е открита
zabbix_proxy: 命令找不到
zabbix_proxy: コマンドが見つかりません