Yes, we work with the proxy servers. You should configure the proxy server to use DNSes of SafeDNS. Set addresses of our DNS servers in the settings of your proxy server. If the proxy server uses the settings of the operating system then you should set our DNSes in your system. After this you should bind your external IP address in our dashboard.
If you use Squid then you should set our DNS servers in the system settings of set parameter dns_nameservers in the Squid configuration.
If you use Windows-base proxy server then you can install SafeDNS Agent and the proxy server on the same host. In such configuration, configure the proxy server to use DNS 127.0.0.1.