proxy: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On CentOS possible default full paths are:

/usr/bin/proxy - from package: libproxy-bin

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/bin/proxy - from package: libproxy-tools

You may install the required package with command apt-get install {package}

Error in other languages:
proxy: bevel nie gevind nie
proxy: comandă negăsită
proxy: comando não encontrado
proxy: commande introuvable
proxy: command not found
proxy: käsku ei ole
proxy: không tìm thấy lệnh
proxy: komanda nerasta
proxy: Kommando nicht gefunden.
proxy: kommandot finns inte
proxy: komut yok
proxy: nie znaleziono polecenia
proxy: níor aimsíodh an t-ordú
proxy: no se encontró la orden
proxy: no s'ha trobat l'ordre
proxy: opdracht niet gevonden
proxy: parancs nem található
proxy: perintah tidak ditemukan
proxy: príkaz nenájdený
proxy: příkaz nenalezen
proxy: команда не найдена
proxy: командата не е открита
proxy: 命令找不到
proxy: コマンドが見つかりません