Hi James, Welcome to the forum.
This would be more getting Access, since it is the proxy, to cache the credentials or use a service account then InfoPath. I have done a similar architecture with SQL and Oracle. Then SQL controls the permissions and uses a service account to connect to Oracle.
I would be curious to see how you have this setup as typically we use web services, which makes the data manipulation much more straight forward and overcomes some of InfoPath's default limitations (fiddlyness).
Send me an email if you would like to discuss.