An intermediary for connections
A forward proxy accepts an application's connections and forwards them. The destination often sees the proxy's exit address, but additional headers may include client information. Coverage depends on application settings. A proxy therefore does not automatically protect the entire device.
HTTP, HTTPS and SOCKS
HTTP proxies handle web requests. CONNECT can tunnel an HTTPS connection to the destination. HTTPS can protect content from the proxy unless TLS inspection with an additional trust anchor is involved. SOCKS5 can relay TCP and, when supported, UDP, but does not itself provide general content encryption.
Reverse proxies and VPNs
A reverse proxy sits in front of a service and can distribute load, terminate TLS or filter requests. It serves a different side of the connection than a forward proxy. A VPN usually operates at the network layer and can cover more traffic, although exceptions are possible. Performance and privacy depend on the actual configuration.
What can you verify?
The public IP display shows the address reaching this website. It does not prove that every application uses the same proxy. Also check DNS resolution, which may occur locally or through the proxy. Use sensitive content with appropriate transport encryption and a clear trust model.