I have not configured subnet manager to support pkey 0x236. Then again I can not find a reference to subnet manager in the documentation I am using.
MLNX-R307 [standalone: master] # show interfaces proxy-arp 1
Proxy-arp 1
Admin state: Enabled
Operational state: Down
GUID: F4:52:14:03:00:13:62:38
Internet Address: 10.4.136.16/22
Broadcast Address: 10.4.139.255
Description: N/A
MTU: 4092
Counters: Disabled
Bridged interfaces: vlan 1(D), pkey 0x7fff
MLNX-R307 [standalone: master] #
MLNX-R307 [standalone: master] # show interfaces proxy-arp 2
Proxy-arp 2
Admin state: Enabled
Operational state: Down
GUID: F4:52:14:03:00:13:62:38
Internet Address: 10.3.136.16/22
Broadcast Address: 10.3.139.255
Description: N/A
MTU: 4092
Counters: Disabled
Bridged interfaces: vlan 236, pkey 0x236(D)
MLNX-R307 [standalone: master] #
Here is additional configuration from the switch.
##
## Interface Ethernet configuration
##
interface ethernet 1/1 mtu 4096 force
interface ethernet 1/2 mtu 4096 force
interface port-channel 2
interface port-channel 2 mtu 4096 force
interface ethernet 1/1 channel-group 2 mode active
interface ethernet 1/2 channel-group 2 mode active
interface port-channel 2 switchport mode trunk
##
## VLAN configuration
##
vlan 236
interface port-channel 2 switchport trunk allowed-vlan none
interface port-channel 2 switchport trunk allowed-vlan 236
vlan 236 name "GRID_INDY"
##
## LAG configuration
##
lacp
##
## Network interface configuration
##
interface ib0 comment ib0 interface
no interface mgmt0 dhcp
interface mgmt0 ip address 172.18.10.48 /24
##
## Proxy Arp configuration
##
interface proxy-arp 1
interface proxy-arp 1 ha member MLNX-R307
interface proxy-arp 1 ha member MLNX-R307 ip address 10.4.136.16
interface proxy-arp 1 ip netmask /22
interface proxy-arp 1 ip pkey 0x7FFF
interface proxy-arp 1 ip vlan 1
interface proxy-arp 1 mtu 4092
no interface proxy-arp 1 shutdown
interface proxy-arp 2
interface proxy-arp 2 ha member MLNX-R307
interface proxy-arp 2 ha member MLNX-R307 ip address 10.3.136.16
interface proxy-arp 2 ip netmask /22
interface proxy-arp 2 ip pkey 0x0236
interface proxy-arp 2 ip vlan 236
interface proxy-arp 2 mtu 4092
no interface proxy-arp 2 shutdown
ip proxy-arp
##
## Other IP configuration
##
interface ib0 ip arp timeout 60
ip route 0.0.0.0 0.0.0.0 172.18.10.1
hostname MLNX-R307