The project server proxy connection is retains the default name of "Connects to Project Server Service Application" even though the ProxyName value is set in the XML:
<ServiceApp Provision="true" Name="Project Server Service Application" ProxyName="Project Server Service Application" ManagedPath="PWA" ServiceAccount="..." ServiceAccountPassword="...">
<ServiceApp Provision="true" Name="Project Server Service Application" ProxyName="Project Server Service Application" ManagedPath="PWA" ServiceAccount="..." ServiceAccountPassword="...">