The privacy boundary of a proxy client

Steps

List who can observe each segment: local network, proxy operator, destination site and your logged-in account each retain different metadata.
Prefer HTTPS, unique strong passwords and multifactor authentication. A proxy cannot repair a plaintext application protocol.
Choose an operator you trust and understand its logging policy. A self-hosted server still needs patches and access control.
Limit log retention, protect subscriptions and backups, and periodically verify DNS and IPv6 paths.

Privacy comes from a threat model, not one switch. Knowing what each party still sees determines the right encryption, identity and logging controls.

You can diagram the path from device to destination and state who operates each segment, what encryption it uses and what it logs.

Do not trust claims that a proxy alone provides complete anonymity. Browser fingerprint, accounts, cookies and compromised endpoints remain.