My computer is connected to a local proxy. I want to know whether the outgoing script traffic from my computer goes through that proxy. If it is true how can I know? I'm using PHP scripts.
If your computer is connected to a local proxy this does not mean that all traffic is passing through this proxy. Only the applications which are aware of the proxy will use it. All other application will not use the proxy which means that they either have no connectivity at all (if the proxy is the only connectivity) or that they bypass the proxy and connect directly to the target.
Applications which are aware of the system wide proxy setting you have configured are usually the browsers (although Firefox and Chrome can have separate configurations too) but usually not some PHP programs you execute on the system.