Yes, as you mentioned, when using admin.lua and reporter.lua, you can only execute show proxy processlist, querycounter, and backends (and myerror).
In the older versions of the proxy, a rudimentary interface was built into the proxy for the admin interface, which is where the proxy_config and proxy_connections were available.
However, since that admin interface was removed, so was that functionality.
So, you could easily code new function in lua to create and maintain those 2 tables, and then display them with the same SELECT command.
I would refer you to admin.lua and reporter.lua to see how you would actually create a command, and how to add the functions, etc. Basically, see those for the framework. You could focus on the implementation of just a single command, such as SHOW PROXY PROCESSLIST, which should give you a good idea on how to add something similar (as I create and maintain internal tables in that function, and then also illustrate how to access and display that information).
And then as for obtaining the information you want to display for each respective SELECT, then I would refer you to the following post, which will show you many of the available variables and in which function you would access them (kind of a variable reference sheet), so hopefully that will help to easily obtain the information you want.
http://www.chriscalender.com/?p=84