The proxy scanning subsystem attempts to connect a server, in order to determine if a proxy server is open or not. By default, it attempts to connect to itself. However, there are situations when using a different server might be advisable. You can use this command to change the IP of the server to connect to.
/as security proxycheck set query-target 127.0.0.1
In most circumstances, the default setting is the best. However, if you are running a highly loaded server, and want to partially offload the cost of proxy-scanning, you can setup a server, that only accepts proxy connections. This is an advanced option, and usually should not be changed.