I previously asked the Netlify Support this question:
Question: For SEO purposes, will the proxied wordpress website on www.dremio.com/children will be indexed by search engines? These are some resources that I’m looking at for now - Rewrites and proxies | Netlify Docs - [Support Guide] Can I deploy multiple repositories in a single site?
Answer: That’ll depend on the headers that get set by the external source 
This little tidbit might be handy for improving SEO for proxied content (consider setting a canonical header pointing to the proxied path on dremio.com).