A Google Books search for the phrases "at the server (green line), "in the server" (red line", and "on the server" (blue line) over the years 1980–2008 yields the following Ngram chart:
The chart is interesting in several ways. First it indicates that usage of all three phrases was near zero until the late 1980s, which indicates that the level of interference from instances of previously established noncomputer usage is negligible. Second, it shows a clear preference for "on the server" overall. And third it shows impressive persistence of the other two forms. This third point is especially noteworthy because it suggests that under certain circumstances "at" or "in" may actually be preferable to "on" as the preposition preceding "the server."
The matches for "at the server" (and for the alternative phrases) include numerous examples from computer magazines and computer book publishers, whose staffers are likely to be attuned to fine idiomatic distinctions. The results suggest that "at the server" is used primarily in descriptions of actions taking place or features operating at the network location in question (the server). For example, from "Fax servers send a cost-effective message," in Network World (January 25, 1993):
Users should keep in mind that outbound faxes are sent to the fax server as native files and converted to Group III images at the server, thus keeping bandwidth needs to a minimum.
And from Kevvie Fowler, SQL Server Forensic Analysis (2008):
The two main security gates—at the server and at the database—are common across all SQL Server versions.
Th phrase "in the server" is especially common in discussions of hardware components or operating software located within the server box, as in this example from Frank Derfler, "Testing the Hottest and the Fastest," in PC Mag (December 11, 1990):
After you make sure that your server has a fast hard disk and enough memory for disk caching, put two or more network adapter boards in the server and split the network cabling to even the average load.
And from Rand Morimoto, Michael Noel & Omar Droubi, Windows Server 2008 Unleashed (2008):
The patch surface of a server is the code in the server that requires patches to be applied.
The phrase "on the server" dominates descriptions of data storage. For example, from Mark Stephens, "Pulling Together: Multiprocessing network servers set records through teamwork," in InfoWorld (April 23, 1990):
Before client/server computing, networked databases ran the application in the workstation PC, keeping only raw data on the server.
And from Barry Gerber, Mastering Microsoft Exchange Server 2003 (2006):
To better understand this option, you need to understand that POP3 clients download each message that is on the server.
From these examples, it seems clear that the most suitable preposition to use in front of "the server" in a sentence describing where an electronic file goes is "on":
The file is placed on the server.
Best Answer
Nope. I know what you mean, but you can't use 'proxy' that way.
I'd go with "on behalf of".
Or if you want to sound legalistic/pedantic then you could say "acting with authority delegated from".