It's not "that easy" to create a proxy server because the CS:GO server needs to talk directly to Steam GC (game coordinator) with the public ip of the server, and players can't connect to servers that are not registered on Steam GC except for LAN connections.
However, it's possible to create a proxy by using 2 VMs/servers (using PPTP/OpenVPN/IPIP/GRE tunnel), with different public ip. It'll look like this:
Client/User <- connect to -> VM1 (main proxy, usually DDOS-protected) <- tunnel -> VM2 (game instance)
The game instance (VM2) will register to Steam GC by using VM1's internet connection, which uses VM1 public ip, allowing players to connect to VM1's IP instead of VM2's IP.
It doesn't prevent DDoS/query attack, but this is useful when you have a DDOS-protected machine with lower spec to run the server instance.
Hope it's useful.