Do you need to upgrade the Proxy when going from 20.2.4 to 20.2.6?
Release : 20.2
Component : IM Reporting / Admin / Configuration
If you are utilizing HTTPS for the DA Proxy, then yes, you need to upgrade due to fixes that went into the product.
If you are not utilizing HTTPS for the DA Proxy, then no, you do not need to upgrade it at this time.