Hi Leonor.
First of all, thank you for your kind reply. I think the main problem I am having is related to the fact that is difficult for me to put down in words what I really intend to say. That's why I like places like Biostars or StackOverflow, because they let me try to define this thought problems through the use of written dialogue. This is to say I am not uncomfortable with the t-test. Actually, I think that, since I jumped from ML, we (the test and me) have developed a good and respectful relationship. ;)
(Let's head on to the problem, Gus). Well, if I am trying to see if two samples of beta values coming from the same probe are significantly differenced, I do not have any thought problem, since I think of the beta values from a single probe as a marginal distribution from the general, multivariate an unknown one from which we are sampling our data. In that case, I am making inferences between subsamples of the same sample, both of them obtained according to a given criterion (for example, the typical classification problem between control and cancer samples). Talking informally, I think of this as "comparing by rows".
I do have problems instead when, as I stated above, I have regions defined over probes. I think that is because of my view as marginal distributions. Imagine that I have different measures of a body: arm length, leg length, etc. For me, these are the probes equivalents, so I do not have problems comparing between arm lengths, but I do have them if I am thinking about comparing arm lengths and leg lengths. More informally, "comparing by columns" seems strange to me.
If I understood you, you are telling me that, given that the regions share no probes, we could consider them independent. Even if they comprise values coming from the same individual. Can we do that? That is the most difficult point for me to understand, because, as the columns in the beta values in regions A and B stand for paired individuals (for each individual there is both a column of data in region A and B), I really have difficulty for considering them independent.
Your point of view on the power of the proportion test (the last paragraph) was very inspiring. I did not think about it that way, and know I think you are completely right. :)