VPN vs proxy
When comparing a VPN and a proxy, choose the property you need: confidentiality, integrity, authentication or reduced correlation. Different mechanisms solve different problems: encryption is not hashing, a VPN is not the same as an application proxy, and changing a visible identifier does not create complete anonymity.
What to verify in practice
Identify what the local network, ISP, intermediary and destination can observe; where a key or trust boundary exists; and what can be recovered from a result. Do not call something secure based on a single indicator. A privacy check observes specific signals; it does not prove a person’s identity.
The detail that matters
A system VPN normally changes routing for selected traffic and can carry DNS through the tunnel; an application proxy affects only clients configured to use it. HTTPS still protects application content end to end in either case when certificate validation succeeds. Where the check needs an online tool, you can use 2ip privacy check.