Much will depend on your legal jurisdiction. As broad advice:
- Assume work devices are monitored;
- Do not assume privacy of any activity performed on a work device;
- Do not connect personal devices to a work network;
- Do not perform any private or personal task on a work device.
It should be the responsibility of your company’s IT staff to keep your device secure. Talk to them about any concerns you have.
Concerning proxies and Internet traffic, as @Linc D. comments, macOS’s proxy settings are visible at:
- System Settings > Network > Wi-Fi or Ethernet > Details > Proxies
For a command line interface, see the networksetup tool.
If work requires the use of a Virtual Private Network (VPN), your traffic passes through work’s network and can be monitored.
For “hidden” proxy servers, these are called transparent proxies and are network specific and can not be trivially detected:
Also known as an intercepting proxy, inline proxy, or forced proxy, a transparent proxy intercepts normal application layer communication without requiring any special client configuration. Clients need not be aware of the existence of the proxy. A transparent proxy is normally located between the client and the Internet, with the proxy performing some of the functions of a gateway or router.