belongs_to_proxy ignores the `required` option, so you can set invalid proxy ID's, which ends up hitting database constraints. For example:

$ hammer -u admin -p changeme realm create --name Potato --realm-proxy-id '941' --realm-type FreeIPA
Could not create the realm:
  PG::ForeignKeyViolation: ERROR:  insert or update on table "realms" violates foreign key constraint "realms_realm_proxy_id_fk" 
  DETAIL:  Key (realm_proxy_id)=(941) is not present in table "smart_proxies".
  : INSERT INTO "realms" ("name", "realm_type", "realm_proxy_id", "created_at", "updated_at") VALUES ($1, $2, $3, $4, $5) RETURNING "id" 

Whereas it should say something like this:

$ hammer -u admin -p changeme realm create --name Potato --realm-proxy-id '941' --realm-type FreeIPA
Could not create the realm:
  Realm proxy was not found