Is there a way to check that your client is actually running the proxy?

Change a number on the proxy to make it incorrect, if bot doesn't start aka initialize, then you know that the client is running the proxy, change the digit or whatever back. 

Superstitions gone.

What I've done is I added IP checking on the script I'm running to check this exact thing. And yes, if it loads properly then it is using the proxy, if you've selected to use a proxy on the client and the proxy is super laggy or doesn't work then the client wont load properly.

 

So in short, probably won't be able to check if it is using a proxy apart from network monitoring of script side checking, but as far as I've tested all with using proxies on OSBot is good.

Loudpack IP checker mate 

 

The best way to do this is by making a script like nosepicker said. You can use a get request to ping bot.whatsmyip.com and return the result, then print on screen.