Having grown up in the US during the (awesome) 80's, I wondered what "proxy" meant in the song as well and it always seemed to me... "she's loving by proxy" meant that the woman (who's loving by proxy), is dating someone she actually doesn't care much for "but" stays in the relationship, in order to stay close/get closer to the person she would rather be in love with. Which I suspect is a fairly common problem/issue among members of rock bands... (eg) A woman dates the drummer of a rock band but is more or less "using" the drummer in hope of getting closer to the lead singer of the band(!) In more basic terms... the woman (mentioned in the song) is in love with the lead singer (from afar) and "through" the drummer (aka: the proxy) :)

A "proxy" is someone or something that acts on your behalf. In computers it is another computer that "proxies" your connection (you send your requests to it, and then it send it on for you). In human terms, a proxy is someone who acts on your behalf. For example a "proxy bidder" at an auction would bid for you if you are not there (maybe you are on the phone with them, or you told them how much to bid). It wasn't important enough to you to be there yourself, so you sent a proxy instead. In the song it might mean she doesn't care enough to love directly, isn't putting in the full effort.

Thanks for your help and I agree with you it happens the same in some spanish songs... so just enjoy the music... regards

It doesn't make much sense to me. Sorry, wish I could help more! Some songs just use words that sound good to the ear but make no sense to the mind.