It would be nice if you made variables for these and passed them through the testing, the way we do with FILE_CACHE:

    PROXY_CACHE="$TEST_TMP/proxycache"
    check_simple mkdir "$PROXY_CACHE"
    ...
    sed 's#@@PROXY_CACHE@@#'"$PROXY_CACHE/"'#' \
    ...
    proxy_cache_path "@@PROXY_CACHE@@" ...

This makes it clearer what depends on what.