The current proxy solution that the optimizely editor offers is incomplete as it fails to properly deal with relative urls. This causes those resources to be requested relative to the editor and not via the proxy solution.
One way to tackle this issue would be to set up the editor in such a way that you allow customers to have their own custom subdomain (per website). This would allow the editor to intercept these requests within the context of the customer/website and that way be able to proxy it to the correct uri. I bet that in the end this would even simplify the current proxy solution.
If you have any questions, my contact details are in ticket 107001 ;-)