Proxy database are only created if you configured for Sybase Failover using the sp_companion...with_proxydb option. After the companions are configured with this option:
Proxy databases for all the primary companions user databases created when a companion configuration is created.
Proxy databases are created for any new user databases create in the primary companion using create database.
During failover, the secondary companion mounts the primary databases and then drops the proxy databases. During failback, the secondary companion reverses the process, mounting the primary databases and then re-creating the proxy databases.