This seems a little like playing whack-a-mole security. Is there a comprehensive list of what should be blocked by default unless your specifically needs it?
If you run an open proxy, then you're choosing to give away any privileges you've received on the basis of your network position or IP. By default, one should avoid running open proxies.
They should have run the proxy on a host that they didn't give any special IP-based privileges to. The other nodes shouldn't honor X-Forwarded-For headers from the IP hosting the proxy.