O proxyDHCP do DnsMasq não funciona em ambientes UEFI:
EDIT_1 se você estiver usando o novo DnsMasq com suporte a UEFI, tente adicionar a arquitetura ausente 9
dhcp-match=set:EFI_ x86-64, option:client-arch, 9
Os clientes UEFI 64 também usam 9 como arquitetura.
EDIT_2
por favor baseie sua configuração neste
# Don't function as a DNS server:
port=0
# Log lots of extra information about DHCP transactions.
log-dhcp
# Set the root directory for files available via FTP.
tftp-root=/tftpboot
# Disable re-use of the DHCP servername and filename fields as extra
# option space. That's to avoid confusing some old or broken DHCP clients.
dhcp-no-override
# The boot filename, Server name, Server Ip Address
dhcp-boot=bios/pxelinux,,192.168.1.200
# PXE menu. The first part is the text displayed to the user. The second is the timeout, in seconds.
# pxe-prompt="Booting PXE Client", 1
# The known types are x86PC, PC98, IA64_EFI, Alpha, Arc_x86,
# Intel_Lean_Client, IA32_EFI, ARM_EFI, BC_EFI, Xscale_EFI and X86-64_EFI
# This option is first and will be the default if there is no input from the user.
# PXEClient:Arch:00000
pxe-service=X86PC, "Boot BIOS PXE", bios/pxelinux
# PXEClient:Arch:00007
pxe-service=BC_EFI, "Boot UEFI PXE-BC", efi64/syslinux.efi
# PXEClient:Arch:00009
pxe-service=X86-64_EFI, "Boot UEFI PXE-64", efi64/syslinux.efi
dhcp-range=192.168.1.200,proxy,255.255.255.0
Fonte link (Adicionando suporte ao UEFI ao script básico)