Sorry, the conflation of Yugoslavia with "proxy war" was in error, you're totally correct.
The link to great power conflict I had in mind there was the pressure cooker effect of Tito's dictatorship, which suppressed the major conflicts of the region without solving them. But it's a rather different entity than wars with direct meddling, and I can't judge the counterfactual: would a lack of Communist dictatorship have caused an earlier and more peaceful dissolution, or simply hastened what happened anyway?
It's a bad example and I shouldn't have used it; thank you.
Great powers have interests in every war ever, but when Yugoslavia broke up, the USSR and in 1999 Russia were too weak to be considered equal adversaries.
In the early 90s the country fell apart and a tyrant started three wars ending in ethnic cleansing and genocide. When he started a fourth one in 1999, a short and by modern warfare limited campaign finally stopped him.