I've added a warning similar to what [Martin Sleziak suggests](https://meta.mathoverflow.net/a/4055/36770):

[![Warning for proxy][1]][1]

The warning looks for words<sup>1</sup> that include the string `proxy` and later `.edu`<sup>2</sup>. You can see the regex I used along with some tests at [regex101.com](https://regex101.com/r/h7LDLN/3). It shouldn't catch examples of ["proxy" found in the post body](https://mathoverflow.net/search?q=proxy). Unfortunately, it doesn't pick up all listed proxy links nor does it rewrite the URL for the user.

Please let me know if there are any problems with this warning or if I should change the regex to warn about a wider range of URLs. 

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Footnotes:

1. As defined as a consecutive string of letters, numbers, dashes and/or periods.
2. For this site, most proxies seem to be associated with educational institutions.

  [1]: https://i.sstatic.net/xwTvI.png