A proxy is an intermediary system that traffic flows through. Can you provide more detail on what you're looking for?
Common port states would be
Open - the port is wide open and something is listening on it
Filtered - there is a firewall or other filter filtering that traffic
Closed - nothing is listening on that port
Nmap can be configured to use different techniques and analyze responses. Systems will respond in predefined ways that allow tools like nmap to determine the state.