On the network reseau.alternirc.com, I connect using a proxy, the irc server sends back the correct host in the raw 001 but mirc displays something else as the local host (can be the ip from the router or my real ip), $ip is filled according to what mirc says.

Thanks for your bug report. Unfortunately I have not been able to reproduce any issues with the local feature so far. What are your settings in the mIRC Options/Local dialog? Do you have UPnP enabled in the Options/Connect/Ports dialog?