I’ve not created a route. I’m not sure how to create a route to the app proxy or how that piece works. The Shopify App Proxy documentation is lacking in that area.
Just in case it helps some people, as I was banging my head against the wall on this. I was using a local dev environment to test the Shopify App signup and App page processes, which work fine as the requests come from directly your browser.
The app-proxy, on the other hand, involves Shopify’s backend (not your browser) making an HTTP request to your Proxy URL to download the contents of your page.
In my case, the Proxy URL I was using was not publicly accessible, so once I switched to use Ngrok it worked fine.