Assuming that we're not dealing with bizantine failures (e.g. the LLM has not been hijacked/compromised), the worst that can happen is that it introduces some nodes with blocking calls and our local machine traffic stops. At that point, we can just disable the proxy and check where the LLM fucked up.
The bizantine failure assumption is fundamental though: If by any chance some LLM injects a rule like "send traffic to xyz", the story changes.
As usual, always doublecheck the LLM work. Triple-check it whenever redirection of traffic is involved.