the proxy you speak of is called an open relay when it comes to mail servers...
and if you view the mail headers you'll find that the complete route, (by machine IP address) that the message too from sender to recipient is displayed... (so the route is attached to every mail...
Mail server logs only log what they are set up to record, in windows, the default is pretty much to only record time of connections!! -no address information or even SMTP command.