If I have useNAT use to true should I also set useProxy to true?
UseProxy just enables clients to connect to each other using the master server.
I mean if one unity game is server and the other is client, they both connect to master server and send data to each other using that connection in master server and all traffic goes throu it.
In useNat, master server tries to find the IP of each machine (client and server) to create a direct connection between them instead of making latency twise and sending all traffic using master server.
search for UDP whole punching or NAT punch through to find more on what useNat is doing.