Is there a way for an HTTP server to tell from HTTP headers if a proxy server has been involved in the connection?
If the headers are enabled. Just for example I've got a Squid installation on pfSense (basically Squid on my router with a GUI). There I have 2 relevant options:
If not set, Squid will include your system's IP address or name in the HTTP requests it forwards.
If not set, Squid will include a Via header in requests and replies as required by RFC2616."