I use *.LRF files as proxies for my video files. So I have a folder Called RAW with alle MP4 and LRF files inside.
So when I import this RAW folder into the Project bin it does also import the LRF files and does not use the LRF as proxies. In the Project settings i set the proxy files as LRF.

However when I just import the individual *.MP4 files from the RAW folder it does use the according LRF files as proxy files.