A proxy is basically like a middleman server. You make a request to the proxy, then the proxy makes a request to Roblox’s API, then returns it back to the game server.
RoProxy is a valid public proxy but I’ve heard it caused people to get banned so it might be better to host your own. There are a few tutorials that teach you how to set up a proxy, personally I use proxy service personally but there are more than just that one available. I think heroku is disallowing proxy servers as well so not 100% sure but this tutorial tells you everything: