Supporting remote_write directly within PromEx itself would be a huge undertaking and, to be completely honest, not something that I can do unless PromEx becomes an income source for me just due to time limitations.
That said, integrating GrafanaAgent into PromEx is something that is doable, and I have a working version already completed and running in production. I need to do some clean up around the implementation and get it to a point where it is seamlessly added to PromEx, but that will be a viable route and should be coming soon.
In addition, with GrafanaAgent running via a port under PromEx, you can also use GrafanaAgent to ship logs to loki and traces to tempo. All things that are on my PromEx todo list 
