From Destinypedia, the Destiny wiki
A Proxy was a Vex-simulated entity created by the Infinite Forest to lead other simulated units. Some were created by Panoptes, Infinite Mind to control nearby units and protect the Infinite Mind, while others acted as Daemons to halt any intruders into the Forest.
Proxies had some degree of self-direction, as some were been seen to break free from Panoptes's control and wreaked havoc across the Infinite Forest.
List of appearances