Just because your ping is 80 doesnt mean the traffic acts like it. The proxy has to gather data from your server. Since the data cant be cached by the proxy the traffic wont act like 80 ping. You are right in some way. The ISP may have a bad route to your server and increase ping and lag.. I guess a premium proxy could help someway but the proxy must be user-to-server and you'd have to provide that to all your players.
Meaning anything the user does on their own network aside from gaming also goes through the proxy which can produce massive amount of bandwidth and you need a provider that either supports that or offers multiple connections, unless there is a provider out there that is smart enough to only route RO traffic..
You really dont want to go there.
What you could do is host the database on a 3rd server and have both gaming servers connected to your database server through a proxy. That is in my opinion the best option to provide best gaming experience.