To test if we make progress I use mysqlslap in its most basic form:
$ mysqlslap --host=127.0.0.1 --port=4040 \
--create-schema=mysqlslap --iterations=1000 --concurrency=10
which only connects and closes the connection again.
The run-time over 10.000 connects is
proxy, no cache, lua_gc() 11.553s proxy, cache, lua_gc() 7.065s proxy, cache, no lua_gc() 6.458s