Install the packages.
apt install zabbix-sql-scripts zabbix-proxy-sqlite3
Create the directory for the database.
mkdir -p /var/lib/zabbix/ chown zabbix:zabbix /var/lib/zabbix/
Create the database and load the proxy schema.
sqlite3 /var/lib/zabbix/zabbix_proxy.db </usr/share/zabbix-sql-scripts/sqlite3/proxy.sql chown zabbix:zabbix /var/lib/zabbix/zabbix_proxy.db
Edit the proxy configuration.
vi /etc/zabbix/zabbix_proxy.conf
Set the path to the database.
DBName=/var/lib/zabbix/zabbix_proxy.db
Restart the proxy.
systemctl restart zabbix-proxy.service