In general, proxy servers are safe. Still, licit proxies sometimes get unreasonably marked as unsafe by certain users. It depends on which type of proxy you opt for because both private and free proxy servers are available.
You must have heard that how unreliable free proxies are and why private proxies are safe. Let's learn why.
Kindly refer here, to know more about free proxies.
Always go for Premium or Private proxies from a reliable provider so that you know your connection and data are always safe.