Hi Vicky,
Which version PI you are using? Here are my 2 cents.
Create 1 sender interface
2 Receiver Interfaces (1 for file and another for proxy)
Create 2 dummy mappings with some fields.
Create ICO, add 2 receiver interfaces at the receiver determination , one for file --> file and 2nd one for triggering proxy(Select maintain order at Runtime in the Receiver interface tab). That way file will be processed first and then proxy gets triggered next.
Also I have question, What values you are trying to pass to proxy, You can pass the filename, SAP application server path(file location path) so that ABAP program can read the file .
I hope this help.
Arun