Maybe I miss something :

Is the proxy useful if I intend to cache the images from another of my servers ?

Eg :

files : www.example.com
images : www.example2.com

I would like www.example.com to cache the files from www.example2.com, so that the webserver can serve it directly.

I am a bit lost there..

Should I benefit from proxy-cache files that are already on example.com ? (self proxy-caching ???)

Thanks !