The series never establishes Hoody and Masky as being Proxies. In fact, the term "Proxy" had never even exited before and while MarbleHornets was in the process of filming.
The term had developed later on when fans started creating their own 'Slender Mythology' (also known as Contemporary Mythos), where they shared the idea that Slenderman often uses "Proxies", A.K.A humans and/or entities who are under the control of the Slenderman.