Some way to do this would be nice... Perhaps linking a proxy to a server window, or some way to script it.

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I request this because proxies are often slow, or metered (both, in my case), but necessary for certain servers that you are having problems connecting to from your country, or whatnot.

Using the same proxy for every server (I'm always connected to 10 servers!) means that all of them might be unacceptably slow, even though you just wanted to use the proxy to be able to connect -at all- to a single server.

Is there any problem with using the /proxy command?

Auto reconnecting through different proxies would seem to be a problem, you probably have to disable that feature within mIRC and implement it yourself in some queued fashion.

This is scriptable with /proxy. It's awkward, but it works.