I assume your clusterXL configuration is with Virtual Mac
In this case in the proxy arp configuration you have to create entries where the MAC is the virtual as well.
By CLI on the gateway, you can run "cphaprob -a if" and next to each virtual IP you see the virtual MAC set.
In case you won't use virtual MAC, the CLI command output won't show any MAC because you will use the physical MAC for the VIP.
in this last scenario in the proxy arp you have to configure the physical mac related of interface where Manual NAT is applied and the MAC on the other cluster member will be different than the other one.