Recently, I was involved with a client whose proxy was non-domain joined i.e. a workgroup.
When installing the proxy, you need to enter the credentials of the ADFS service account.
Battled to get this to work and then I remembered that this was not domain-joined and consequently, you needed to enter the sAMAccountName in the form:
domain\userwhere the domain is the one that ADFS is installed in.
That did the trick.