It looks that the proxy setting has been introduced in NetworkManager 1.6. This means that for all property defines, you have to add ifdef the same way you did for ip tunnel setting.

Represents proxy setting

This can be turned into an enum.

Possible values are:
NM_SETTING_PROXY_METHOD_NONE = 0,
NM_SETTING_PROXY_METHOD_AUTO = 1,

So I would do:
enum Mode { None = NM_SETTING_PROXY_METHOD_NONE, auto = NM_SETTING_PROXY_METHOD_AUTO }

User setting was introduced with NM 1.8. Here should be ifdef to check the version and define NM_SETTING_USER_DATA in case the version is older.

Should be NM_SETTING_USER_SETTING_NAME

Represents user setting

No reason for such a big space.

This is an unrelated change, submit it in a different review, but thanks for spotting this.

I said NM 1.6, not 1.16 and you need !NM_CHECK_VERSION(1, 6, 0).

Coding style. It should be:

enum Mode {
....
}

Same here. It should be !NM_CHECK_VERSION(1, 8, 0).

Fixed according to:
https://developer.gnome.org/libnm/stable/NMSettingProxy.html#NM-SETTING-PROXY-METHOD:CAPS

Default value is false.

One empty line is enough.