Here's a handy couple of powershell lines to check the proxy address (within the WSUS config) for all the servers in your domain with WSUS in the name.
$wsusservers = (get-adcomputer -filter {name -like "*WSUS*"} ).name
invoke-command $wsusservers -scriptblock {$config=(get-wsusserver).getconfiguration();write-host $env:computername "- " -nonewline ;write-host $config.proxyname "- port:" -nonewline ;$config.proxyserverport}
