Currently the proxy directive is only implemented for GTK/WPE. It's going to be used in web platform tests soon (see https://github.com/web-platform-tests/rfcs/pull/118 and https://github.com/web-platform-tests/rfcs/pull/112. Supporting it would allow writing those tests without skipping Safari, which would be a sad alternative. Not entirely sure what's needed for this :)
rdar://36854985