If there is an employee uses the internet through an internal proxy in his company, and he use a paid VPN service to browse safely, can IT side be able to monitor his behavior?
If he connects from his computer to the VPN, the company can't see what is happening within the VPN connection unless they have monitoring software on his computer (which for some types of VPN clients, may include simply having their own trusted certificate to allow MITM attacks). Only his computer has access to the details of the encryption for the VPN tunnel. The company would possibly be able to tell that an encrypted connection was being used though.
If he uses a vpn to browse, monitoring software can only record the keystrokes he typed on the keyboard, but it can't track what websites he has visited.