There are a few ways to test a proxy in the application system and one of them is available in SPROXY transaction itself. This particular way has some drawbacks on the other hand:
- you can only execute it with your user (so in the future you can expect authorization issues)
- you never see the whole message (SOAP header) only the message payload
- you don't see the response message which would be sent to the SAP PI/XI system (sometimes necessary for debugging purposes)
The functionality which I'm using for testing and debugging ABAP proxies on the SAP application backend systems (like ECC) is called IFC recorder. You can easily turn it on the TCODE: SICF -> Edit -> Recorder - as shown in the picture below.

Now once you send a proxy message you can disable the recording and display it in the same menu section. What you will see once you select the appropriate service on the left (SAP -> XI -> Engine) will be the record header of your proxy call. Important info from the header include user which executed the message for example.

The second step is to choose request from the menu in order to display the inbound message.

Once you select this display option you will be able to see not only the payload of the message but also (and sometimes more importantly) the SOAP header of the message.

By selecting response you will be able to see the response message (acknowledgment).

Additional options:
Changing the user of the call
If you want to check if it's possible to call the proxy class with any other user you just need to change it in the call as shown in the picture below and execute the call once more from the recorder.

Note
This is a very simple option but I've noticed that not a lot of people know about it/use it so I hope it will be a nice useful tool for some of you.
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