First: I'm not familiar with NF proxy or any proxy for TF. The problem in this case may simply be that the proxy doesn't properly interpret fov commands, or it may be that it doesn't interpret autozoom properly. The answer to this question is based on the assumption that fov commands will work, but that the proxy doesnt interpret autozoom properly.
Next: check with the league in which you are competing as a clan to see if they classify the proxy you use as a cheat. Many proxies allow players to cheat, so the use of a proxy of any type may be disallowed in any particular league.
On to the answer:
As Im not familiar with the NF proxy program, I can't be sure that this will work, but you might want to try writing an alias for zooming in when you press the fire button. Here's an alias that may work, though you may need to change the FOV value (the line in +azoom that says fov 30 is the zoom in part of the alias) to suit your preference for zooming:

alias +azoom "+attack;wait;fov 30"
alias -azoom "-attack;wait;fov 90"
alias azoomon "bind MOUSE1 +azoom;alias azoomt azoomoff"
alias azoomoff "bind MOUSE1 +attack;alias azoomt azoomon"
alias azoomt azoomon

now, all you need to do is put that into your autoexec.cfg or sniper.cfg along with:
bind x azoomt
and it will give you a sort of autozoom. If you press x it will switch your MOUSE1 button to a mode that zooms in when you hold the button and charges the sniper rifle, then fires and zooms out when you release the button. Press x again to return MOUSE1 to the normal firing mode. If you forget to press x again it will zoom in and attack as long as you hold the button on any weapon.
If you are looking for something closer to the original TF autozoom command, change the +azoom command to look more like the following:
alias +azoom "+attack;wait;fov 80;wait;fov 60;wait;fov 45;wait;fov 30"