If trying to use two Socks proxy - primary and backup to connect to the XenApp/XenDesktop Site you may receive the following issue: 

Connection was successful only to the main proxy specified in ProxyHost. If the Primary is not available, connection immediately goes directly to the Windows Server. This ignores the option "AltProxyHost". 

Settings in the default.ica:
[WFClient]
AltProxyType=Socks
AltProxyHost=IP Address
AltProxyPort=1080 Version=2
RemoveICAFile=yes
ProxyType=Socks
ProxyHost=IP Address
ProxyPort=1080
ProxyTimeout=30000
ProxyFavorIEConnectionSetting=No
ProxyUseFQDN=Off

[ApplicationServers]
Application=

[Application]
AltProxyType=Socks
AltProxyHost=IP Address
AltProxyPort=1080
TransportDriver=TCP/IP
DoNotUseDefaultCSL=On
BrowserProtocol=HTTPonTCP
LocHttpBrowserAddress=!
WinStationDriver=ICA 3.0
ProxyType=Socks
ProxyHost=IP Address
ProxyPort=1080
ProxyTimeout=30000
AutologonAllowed=ON

Citrix can provide alternatives to AltProxy through HA (High Availability) NetScaler, HA Proxy, and GSLB (Global Server Load Balancing) NetScaler.

Note: Following http://docs.citrix.com/content/dam/docs/en-us/receiver/windows/ica-settings/en.ica-settings.ica-settings-wrapper.pdf and http://support.citrix.com/article/CTX136516 instructs how to point them to the proxy servers via the default.ica file.

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Problem Cause

The RCVR code supports proxy configuration through ICA settings such as: ProxyHost, ProxyPort, ProxyTimeout, ProxyType.
However, the RCVR code deprecates all AltProxy ICA settings such as: AltProxyHost, AltProxyPort, AltProxyType.
Looking at the history of Receiver for Windows code changes, it appears that AltProxy related code has always been commented out.
The conclusion from LCM is that it was never meant to be supported.

**Please note that the Citrix ICA Settings Reference currently documents all AltProxy related settings (https://docs.citrix.com/en-us/receiver/windows/ica-settings.html).
The AltProxy references will be removed.