About Proxy ARP, Shorewall says:
http://www.shorewall.org/ProxyARP.htm
http://www.shorewall.net/manpages/shorewall-proxyarp.html
A more in-deep explanation of Proxy ARP:
Regarding martian packets cannot help much… doesn’t seem to be your case but Shorewall manual points to some common causes:
http://www.shorewall.net/MultiISP.html#Martians
Maybe you can get some more clues from a shorewall dump or iptables.