SummaryThe "Convert Document" Workflow action fails at runtime and the following error appears in the logs, when extra logging is enabled: "Error converting document. ---> System.InvalidOperationException: There is no word services application proxy for this site collection".
The "Convert Document" action requires "Word Automation Services" to be installed in the SharePoint farm.
If the service is present, delete your current "Word Automation Services" service application then recreate it ensuring that you select "Add this service application's proxy to the farm's default proxy list".
Once this is done perform an IISReset and re-test, you should see the error disappear.