In order to embed your proxy URL into RSS Alert links, you will need to add your proxy information to EBSCOadmin and then enable the proxy for use with persistent links. For instructions on how to do this, see the following FAQ:
In EBSCOadmin, how can I embed my Proxy Server settings in my EBSCOhost URL?
You will also need to ensure that the following information is in your EZ Proxy configuration file for EBSCOhost:
Title ALL EBSCO
Once this is completed, all persistent links sent via RSS Alerts will contain the proxy mask before the persistent link so that remote users may access the EBSCOhost content.