The Proxy feature was introduced with v3 of the plugin, before the Interval feature.
This option can be useful if, for example, there are a lot of requests to Google Images in a very short period of time.
It is now recommended that you use the Interval feature, which allows you to separate each generation by a few seconds, instead of using a proxy.
If you have a free or paid proxy, you can configure it in this section. You must use a proxy with the HTTPS protocol, otherwise, it will not work.
You should also check with your hosting provider. Some rules may block requests from these proxies.