Website lags a lot as they have proxies, but when I run it on a normal or public network, there is no issue ?

I have built a web application for banking.

Now when I turn the web app inside their work, it lags a lot as they have proxies, but when I run it on a normal or public network, there is no issue.

I understand proxies can add delay, but now the client asks us whether our app is “proxy safe or made to work for proxies.”

I'm clueless on how to make web app proxies safe or make them work on proxies.

What kind of changes are required?

Thanks for any help to point in the right direction.