Lagging Sony 4K footage

In addition ..

When you say you filmed in 4K can you give exact spec of video - eg 4.2.0 8 bit, 4.2.2 etc ?

If you have access to the Mediainfo tool (see here https://mediaarea.net/en/MediaInfo) it would be useful to see spec of the 4K video you are using  - use Tree option to display characteristics of the video

Or post a short sample test clip if possible

Normal required info for reporting issue helps the community get to the bottom of what might be causing your problem

https://community.adobe.com/t5/premiere-pro-bugs/how-to-report-a-problem/idi-p/13361863

Have you successfully used/edited the same footage before?, 

Can you also confirm what settings you have for your media rendering (preferences/ media)

Having lag issues with typically long-GOP media, and then making long-GOP proxies, doesn't sound a good solution.

Try low-res ProRes proxies instead. They should play much better.