With HTTPS traffic, the proxy will still know the IPs you’re connecting to, and at which times, as well as the amount of Kb u/l and d/u.
If you’re not carefully making sure you’re always on right site, the proxy could use its own SSL certificate and keep two encrypted connections (one with the site’s real certificate, one to you), while sniffing everything in the middle (see evilginx2 for a practical example of a tool doing that). Other ways will be to strip the ssl altogether (will work with some sites, not with others).