well, maybe like this, then? If we want to include results if either values have the "unspecified" value.
Assuming that the unspecified value is literally "unspecified", this might do the trick:
SELECT a.id, a.rslogin, a.rswachtwoord, a.gebruikersnaam, p.proxy, c.subcategory
FROM bots a
INNER JOIN proxy p ON a.proxy_id=p.id AND (p.proxy='$proxy' OR p.proxy='unspecified')
INNER JOIN subcategory c ON a.category_id=c.subcat_id AND (c.subcategory='$sub_category' OR c.subcategory='unspecified')