Jayson,
For the proxy CC you mentioned, an error on the ABAP system would not cause the CC to be stopped and blocked other proxy scenarios. From PI's perspective, once the message is delivered to the ABAP system, it is considered completed irrespective of what happens on the ABAP side.
This is a long read, but it's one of the best document around to understand performance in PI. In particular, section 6 for the Adapter Engine would extensively explain how it works.
Rgds
Eng Swee