When I tried to add proxy config file to angular.json showing property is not allowed.
Try instead putting the configuration at architect.serve.options rather than architect.build.options.
As it said. proxyConfig is not allowed inside build.options object. I think you meant to add it in serve.options. If there are no options then create one:
"serve": {
"builder": "@angular-devkit/build-angular:dev-server",
"options": {
"proxyConfig": "src/proxy.conf.json"
},