I didn't watch the whole video and I was trying to make it work. What I ended up doing is using append to add the first instance of Multiball to a collection. I proxyed the rig and it's in the master collection. Then I duplicated the multiball collection and just left the singular rig in the master colelction. Seems to work just fine. Is there something I don't know?
Because you said "proxy" I'm going to assume you meant you are linking and not appending.
There has been some improvements to the linking for both proxies and library overrides since 2.80 was released but it is by no means stable. The last time I checked, you still couldn't link in multiple proxied versions of the same rig but you can when you use library overrides. (You can just duplicated the entire collection).
Library overrides is going to be the new way Blender will work (Proxies will be retired), but overrides still have A LOT of issues at the moment. I'm sure it will improve though.
So if you've got it working for what you need, cool. It works!