Proxy signature allows an original signer to delegate his/her signing capability to a proxy signer such that the proxy signer can sign messages on behalf of the original signer. Blind signature allows a user to have a given message signed by the signer without revealing any information about the message. By using Schnorr blind signature, Tan et al. recently proposed a digital proxy blind signature scheme. They claimed that it satisfies the security properties of both blind signatures and proxy signatures. However, it is not the fact. This paper shows that the proposed scheme is vulnerable to universal forgery as well as linkability attacks. It also explains why their proofs of the security are incorrect.