When there's a reverse proxy, the device IP address is retrieved from the HTTP header (because it can't be retrieved as a source IP).
The parameter proxy.addresses defines whether the traffic from these addresses should be treated as a traffic from reverse proxies (so Headwind MDM uses the HTTP header to get the device IP).
It has nothing to do with ports.
The MQTT traffic should not come through a proxy. If you need to use a reverse proxy for all traffic, consider switching to HTTP long polling for Push notifications.