Proxy for is the most common usage and means what you would expect. Proxy of is a different meaning and less clear, and proxy by is more ambiguous and probably should be avoided, though if the verb to proxy is used, then it is more sensible.
Two illustrative contexts:
An Nginx web proxy in front of a web service
- The Nginx server is a proxy for the web service - I.e. it takes the place of the web service for clients
- The web service has a proxy of an Nginx server - I.e. the proxy consists of an Nginx server
- The web service is proxied by the Nginx server
A shareholder vote at a company meeting
- The Broker is a proxy for the actual shareholder - I.e represents and votes for the shareholder at the meeting
- The shareholder has a proxy of a broker present at the meeting
- The absent shareholder is proxied by the broker at the meeting.
In short, use for with the noun proxy, and by with the verb proxy.