How proxies relay traffic, which types exist, and how a proxy differs from a VPN.
Compare proxied and direct access
Compare your browser's public IP before and after enabling the proxy. Then inspect headers on a service you control: a reverse proxy may add X-Forwarded-For, but it is trustworthy only when the request came from a known proxy. A conventional HTTP proxy does not automatically protect all device traffic.
Check it with Net Utils
Use the relevant Net Utils tool and compare the structured output with your expected configuration. Public network data changes, so confirm important conclusions with a repeat test.