Answered: How to know that their is a proxy kind of server as a third party system to hack your confidential info ?

Normal proxy servers will not be able to decrypt secure data.  However, a system can be setup where the local administrators for a machine will install modified CA certs to allow a proxy to act as an intermediary between your computer and the internet. This usually happens for corporate networks where there are company usage restrictions or virus scans being performed.  

If you are using a computer that you control and you are not authorizing any untrusted, or unsecured connections, then your data should be fine.