As I've said before, if Iran does not have full control over those militant groups in other countries, they are not "proxies."
What is interesting is how "intelligence officials" in the U.S. government are now telling the press that Iran does not call all the shots for these groups. The "proxy" label is convenient for people who want a war with Iran because it means that Iran is responsible for every single thing any of these armed groups do. If you want to build a case to kill Persians, that's really useful. In the past U.S. officials freely referred to the Houthis, Hezbollah (all the Hezbollahs, really), and sometimes Hamas as an Iran proxy. The fact that officials are moving away from that claim is an effort to avoid a direct war with Iran.