First of all your proxy configuration is not correct. If you want to listen to a JMS queue, you need to use the jms transport in your proxy service. In the link you have mentioned, the proxy service is given as below.
<proxy xmlns="http://ws.apache.org/ns/synapse" name="JMStoHTTPStockQuoteProxy" transports="jms">
<target>
<inSequence>
<property action="set" name="OUT_ONLY" value="true"/>
</inSequence>
<endpoint>
<address uri="http://localhost:9000/services/SimpleStockQuoteService"/>
</endpoint>
<outSequence>
<send/>
</outSequence>
</target>
</proxy>
Here the transport is "jms". Please try with this config.