There is an http-proxy tag. Aren't both the subjects of HTTP and proxy servers off-topic? Did this used to be on-topic and we are keeping it for historical reasons?
I would say it depends on the exact context of the question, but in most cases, yes, discussions about a proxy would be off topic. (as it's almost entirely a server or software discussion.)
How to direct traffic to your proxy would be an example of an on-topic use. (i.e. WCCP, policy routing, etc.)