The proxy server is a solution to connectivity problems with servers
as well as clients. When a user is running a machine with a non-NAT-punchthrough-capable
router, their connectivity options are limited. A game cannot be hosted
as nobody external can connect to them (only clients on the local network can).
By using the proxy server the machine can be fully connectable but with
the extra cost of having all traffic relayed through another server.
A non NAT punchthrough capable client can connect to any server through
the proxy server, as long as the proxy server is set up properly.
Unity Technologies does not provide a proxy server for public use, so to use this feature you will need to set up your own proxy server. Of course it is advisable to set up a proxy server with a public IP address and a lot of available bandwidth.
When running as a client, just enabling Network.useProxy is all you have to do. Connect to the server as usual with Network.Connect(). All traffic will be relayed through the proxy server. The servers external IP and internal IP still work as usual. So clients can connect to them directly without the proxy in case they are located on the same network.
When running as a server OnServerInitialized(NetworkPlayer) returns a NetworkPlayer structure which indicates what the game servers relayed IP/port is, i.e. what port the proxy server allocated to the game server. This is the IP/port others can use to connect to. When connecting to the server, the clients don't treat the server any differently than other servers. Technically speaking, they don't need to know at all that the game server is getting help from a proxy server.
When using the master server you can no longer only rely on the IP/port he registers for servers when using proxy support. The proxy server IP address and port which the server is using can be placed in the comment field of the data sent to the master server. A client which received host information from the master server can peek into the comment field and find out if he can use an alternative IP/port for that host.
IMPORTANT: You should never enable proxy support for both the server and the client connecting to him. Unexpected things are bound to happen.
no example available in C#