azure Function proxy is not working on Linux systems

As Bowman mentioned in the comments, Azure function based on Linux systems cannot edit proxy on the Azure portal.

You need to create a proxies.json locally and deploy it to the Azure portal. the proxies.json looks like this:

{
    "$schema": "http://json.schemastore.org/proxies",
    "proxies": {
        "proxy1": {
            "matchCondition": {
                "methods": [ "GET" ],
                "route": "/api/{test}"
            },
            "backendUri": "https://<AnotherApp>.azurewebsites.net/api/<FunctionName>"
        }
    }
}

Note:

proxies.json is located in the root of a function app directory. For more details, you can refer to this official documentation.