If I am browsing using a web proxy, and I post a question to a StackExchange site, is Stack Exchange going to cause it to fail?
I think the answer is yes.
The answer is (generally) no.
If you're able to get to the Ask Question page in the first place, we're not blocking you. If the "Post Your Question" button was enabled, we're not blocking you. (Well, a question ban may be active, but that's a site feature, nothing to do with proxies.)
What can happen, however, is that your proxy does something funky. The behaviour you describe is a semi-common source of bug reports when it comes to posting SQL or other code that a traffic-monitoring proxy mis-identifies question text as an actual executable attack.
Looking at the traffic logs, you hit "Post Your Question" on this question here with the proxy active at 18:51. The submission went through fine, and we responded with the usual redirect back to the newly posted question. Judging by you getting an error... I'm going to guess something happened on your end here.
Then you turned off your proxy, and at 18:54 hit the submit button again, and saw the "question already exists" error. Judging by the referer, you clicked on the link in the error to arrive at the question. Then you went to edit, put in your screenshots, and submitted the revision at 18:58.
All in all, I don't see anything on our end that was out of the ordinary here. I'm not saying we'd never block a proxy (some can be malicious), but we don't go out of our way to prevent any proxied connections. We'd be blocking a number of large companies if we did so, if nothing else. So it all comes down to "we're cool with it, but use proxies at your own risk ¯\_(ツ)_/¯". :)