Hi!
Proxy scrubbing performance tends to struggle when there are many short clips on the timeline, each sourced from a unique file.
This slowdown wasn’t present in earlier versions (2024 ones, perhaps?).
The only workaround I’ve found is to make the original files Offline, so Premiere doesn’t read them (for unknown reason) while displaying the proxies.
However, this is a hassle because relinking the original files (to render a high-quality output) usually takes some time.
My Premiere version is up to date: 25.2.3.