It also depends on your definition of client too. As you would code something(not a known browser) to not validate the given certificate and that could be a kind of self-signed by the proxy you mentioned.
But as the client doesn't check the stuffs, proxy could fool the client.
Plus keep an eye over the redirects, you may ask for facebook.com(assume no HSTS yet), but the result could be redirected to something like fb.example_proxy.com
even in https with a trusted certificate. So as you don't take about the path you had redirected, the proxy now can have the data you think you are sending to teh facebook.
I had some issues then with the firefox, where firefox marks some completely secure with trusted certificates as insecure connections(even google.com). I mean even a legendary client like firefox could come with this kind of bug, and also it could be vice-versa.
https://
URL in plain to the proxy then the code is not properly using a proxy and the connection is not secured. Instead you should need to useCONNECT
request to build a tunnel. Since with the currently given details it is unknown what your code really does it is hard to tell if you are doing it right (safe) or wrong (unsafe).