Andrea,
PS (OT): the proxy path patch either doesn't work or I don't know how
to make it work. What should I do?

Instead of choosing ffmpeg as the file format, you have to switch to "jpeg sequence" or "gif sequence" or "png sequence", etc.
But once you have created these proxy files, the next time you load, it has to create them again.  The patch is a good "proof of concept" but I think the idea will be too confusing to the users.  Before the patch, all proxy files are created in the home directory of the loaded video and it gets messy with so many jpg files.