that's not possible. either the proxy server blocks some js elements, this will affect page access regardless of using policy manager or not. some proxy servers can be too slow to load the page entirely and will appear as if blocking js.. try to use another address; check samair.ru for list of reliable codeen servers. if you mean online proxies/anonymisers; those have the proxy domain prefixing the target website
e.g:
http://www.faceoxy.com/index.php?q=http%3A%2F%2Fkmext.sourceforge.net&hl=2e1
again this has nothing to do with policy manager and the settings for this proxy can be customised separately on the website itself