So, I have done some more research on proxies ("Good" side, aka, Slenderman's side.. NOT Zalgo's.. Zalgo's side will never get a story in my book) and what they are. And holy crap have I learned a lot!
So, I'm just gonna tell you guys that don't know ANYTHING.

Proxy (Plural: Proxies) (I'm talking about Slendy's side) is the term given to those who serve Slenderman. The theory behind the name is that Proxies are entities or people who are under the influence or control of the Slenderman, and act based on its wants and needs- hence, Proxies serve as an in-between (i.e. a proxy) for Slenderman.

It is suspected that Proxies do the actual, physical work for Slenderman, such as creating and manipulating objects, destroying and leaving evidence, creating videos and responding on Twitter (in ARGs) (I don't think that is true), and influencing victims as needed.

Despite popular belief, proxies are essentially little more than slaves. They are simply mind-controlled humans, who do not gain any unnatural properties other than their behavior. Most proxies are completely unaware of their nature, as their memories are suppressed by Slenderman, and those who do find out they are proxies are often horrified to learn of the mind control that had occurred.

Very few proxies retain any of their personality while in forced servitude, as most adopt a separate personality altogether, sometimes nearly opposite of their real personality. This may be a method in which Slenderman helps prevent them from remembering their actions, or figure out what they really are. This alternate personality can range from sadistic to completely emotionless.

There are different rankings (according to "The Slenderman Wikia" where I'm copying and pasting this because I'm too lazy to write it out..) and one that I found interesting was "Sleepers"

Sleepers - Have their original personalities kept intact, and are left unaware of their status of proxies.

It explains something quite well..

Symbol:

Now.. Compare it to the symbol on Sabrina's collarbone:

Kira: 😰 *Faints*
Welp.. She's out..