Hi Matt,
This kind of seems like a problem with Proxy and Solaris. I've seen at least one other report of this error in the forums, and that was with Solaris also.
Further, upon looking at the code, and where that message is printed out, I see it is in the network_mysqld_con_accept() function. In that function, there is a case for AF_INET, and then all others get the error. Perhaps there needs to be a case for AF_UNIX and/or AF_LOCAL (but that's speculation on my part).
What I'd do is file a bug report about this, with everything you've mentioned here. And hopefully that will give enough info to the developers to help track this problem down.
http://bugs.mysql.com/report.php
You should also post the bug # here also, once you'vee completed it.
Best regards,
Chris