I just need to check my proxy server lately, as there are some issues with its performance. Can you tell me how to do it correctly?

I think that such issues should be handled by specialists. Only they know exactly how to do it correctly. Or you can try it yourself, but before that you should study all the necessary information. As for me, everything about free proxy checker is written on https://floppydata.com/free-proxy-checker/. Take a look, I think it will solve your question.