Basically you should ask this question to MySQL (in the MySQL Forums for instance) and not to us. But according to http://dev.mysql.com/doc/refman/5.1/en/replication-features-temptables.html temporary tables are replicated. If failing when using the proxy it could be because the proxy (LUA) script you are using are not supporting this properly. From where did you get this LUA script?
If you have a clearly reproducible test case you may report to http://bugs.mysql.com if you think it is a bug with the proxy or a official MySQL LUA script for the proxy.
But no guarantee either that is is not a server bug with the server version you are using. Are you sure that without proxy it replicates?
One workaround I can think of is to use MEMORY tables (what is not the same as temporary tables) if possible with your scenario.