Most of these things are much harder to get right that you make it sound. Perhaps proxying most so. It is a legitimately hard problem. Look at something like Varnish, which is likely one of the better proxies out there. It took many years to get good.

I never had to write a proxy and am grateful for it. You have to really understand the whole network stack, window sizes and the effects of buffering, what to do about in flight requests, and so on. Just sending stuff from the file system is comparatively easier where you have things such as sendfile, provided you get the security implications of file paths right.