If your proxy is running on another machine, you need to change [PROXY_IP] with the IP address of that machine. But, if you are running the proxy on the same machine that HA is running, you need to change [PROXY_IP] with the Docker internal IP of the container.
localhost
If the proxy is on the same machine then localhost is fine…
I am aware of that but localhost also has an IPv6 equivalent so if you specify 127.0.0.1 it won’t find the other!