Are you talking about those people who have killed 1000's of Iranian "advisers" (cannon fodder) in Iraq and Syria?
I never knew that KSA supported those groups but if that is the case they are the most powerful proxies in the world. Quite impressive.
In fact using your logic, since Islam itself originates from KSA and all its sects (Sunni, Shia, Sufism etc.) and most important historical personalities on every front, the entire Muslim world is a proxy of KSA.
Including the Arab Mullah's who the Safavids imported in the 1500's and 1600's when they slaughtered your people and forcibly turned them into Shia Twelver Muslims. Today those individuals do not only rule the religious sphere in Iran but the entire country which has been the case for 40 years. They proudly proclaim their Hijazi ancestry by wearing black turbans.
https://en.wikipedia.org/wiki/Safavid_conversion_of_Iran_to_Shia_Islam
https://en.wikipedia.org/wiki/Safavid_conversion_of_Iran_to_Shia_Islam#Arab_Shia_Ulama