What environment variables sending by proxy are significant for privacy?
If your proxy is not proxy, of course he sends your IP in REMOTE_ADDR variable. Transparent proxy sends your IP in HTTP_X_FORWARDED_FOR variable. Anonymous proxy server does not send HTTP_X_FORWARDED_FOR variable to host, this improves privacy since your IP address cannot be logged. High anonymous (elite) proxy server does not send HTTP_X_FORWARDED_FOR, HTTP_VIA and HTTP_Proxy_CONNECTION variables. Host doesn’t even know you are using proxy server and of course it doesn’t know your IP address.