It could be reasonable to collect some past examples of such proxies. This would help in assessing whether something like this is technically feasible. Also I assume that if something like this is implemented at some point, we'll need to prepare list of regular expressions for such automatic rewrites - so it is good which proxies we are concerned with. (The post is CW, feel free to add more examples.)
proxy.library.adelaide.edu.auhttp://www.ams.org.proxy.library.adelaide.edu.au/mathscinet-getitem?mr=46042 vs. http://www.ams.org/mathscinet-getitem?mr=46042 in this answerproxy2.lib.umanitoba.ca(http://journals.cambridge.org.proxy2.lib.umanitoba.ca/action/displayAbstract?fromPage=online&aid=7629848 vs. http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=7629848 in this answer- proxy.library.cornell.edu (http://www.numdam.org.proxy.library.cornell.edu/item?id=CM_1983__49_3_405_0 vs. http://www.numdam.org/item?id=CM_1983__49_3_405_0 in this question)
ezp-prod1.hul.harvard.edu(http://dx.doi.org.ezp-prod1.hul.harvard.edu/10.1119/1.11104 vs. http://dx.doi.org/10.1119/1.11104 in this answer)libproxy.mit.edu(http://www.sciencedirect.com.libproxy.mit.edu/science/article/pii/0012365X9500120L vs. http://www.sciencedirect.com/science/article/pii/0012365X9500120L in this question)proxy.library.nd.edu(https://doi-org.proxy.library.nd.edu/10.1016/S0022-4049(02)00126-3 vs. https://doi.org/10.1016/S0022-4049(02)00126-3 in this answer)ezproxy.library.nyu.edu(http://ezproxy.library.nyu.edu:2233/mathscinet-getitem?mr=1042048 vs. http://www.ams.org/mathscinet-getitem?mr=1042048 in this answer)libproxy.smith.edu(http://www.jstor.org.libproxy.smith.edu:2048/stable/2031721 vs. http://www.jstor.org/stable/2031721 in this question)lib-ezproxy.tamu.edu(http://dx.doi.org.lib-ezproxy.tamu.edu:2048/10.4153/CJM-1972-118-x vs. http://dx.doi.org/10.4153/CJM-1972-118-x in this answer)ezproxy.tcu.edu(http://www.ams.org.ezproxy.tcu.edu/mathscinet-getitem?mr=1650341 vs. http://www.ams.org/mathscinet-getitem?mr=1650341 in this answer; http://dx.doi.org.ezproxy.tcu.edu/10.1515/crll.1907.132.270 vs. https://doi.org/10.1515/crll.1907.132.270 in this answer)proxy.uchicago.edu(https://search-proquest-com.proxy.uchicago.edu/docview/1424274072 vs. https://search.proquest.com/docview/1424274072 in this answer)proxy-remote.galib.uga.edu(http://projecteuclid.org.proxy-remote.galib.uga.edu/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.pjm/1102986148 vs. http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.pjm/1102986148 in this answer)proxy.lib.umich.edu(http://www.jstor.org.proxy.lib.umich.edu/stable/2372821 vs. http://www.jstor.org/stable/2372821 in this answer; http://jlms.oxfordjournals.org.proxy.lib.umich.edu/content/s2-15/1/134 vs. http://jlms.oxfordjournals.org/content/s2-15/1/134 in this answer)libproxy.wustl.edu(http://link.springer.com.libproxy.wustl.edu/article/10.1007%2FBF00416848 vs. http://link.springer.com/article/10.1007%2FBF00416848 in this answer, http://www.ams.org.libproxy.wustl.edu/mathscinet/search/publdoc.html?pg1=INDI&s1=214592&vfpref=html&r=8&mx-pid=2661653 in this answer)ezproxy.weizmann.ac.il(http://www.ams.org.ezproxy.weizmann.ac.il/mathscinet-getitem?mr=1728876 vs. http://www.ams.org/mathscinet-getitem?mr=1728876 in this answer)ezlibproxy1.ntu.edu.sg(http://www.ams.org.ezlibproxy1.ntu.edu.sg/journals/tran/2016-368-11/S0002-9947-2016-06764-1/S0002-9947-2016-06764-1.pdf vs. http://www.ams.org/journals/tran/2016-368-11/S0002-9947-2016-06764-1/S0002-9947-2016-06764-1.pdf in this answer)proxy.ub.umu.se(http://www.jstor.org.proxy.ub.umu.se/stable/2309166?seq=2 vs. http://www.jstor.org/stable/2309166?seq=2 in this answer)ezproxy.is.ed.ac.uk(http://www.ams.org.ezproxy.is.ed.ac.uk/mathscinet-getitem?mr=867684 vs. http://www.ams.org/mathscinet-getitem?mr=867684 in this answer)