At the moment there are a number of online services (Hide my ass or PIA) that offer some type of security through an VPN connection. This of course can work, but the big problem (for me at least) would be that no matter what if they want to look at the data they can.
There are a couple of threads on the internet with people trying to make a VPN connection through a proxy server. I tried to find some more information on the internet on how exactly an proxy server works (like what it does to the packets exactly, not what it does in genaral, which is clear to me), but if I understand it correctly it looks at the packet headers and replaces the ip address for its own and forwards them (of course, there is more, but just the basics).
If you would make a VPN connection through an proxy server would be the ultimate option. The VPN endpoint is seeing the data, BUT it can only see where it comes from, the proxy server. The proxy server on the other hand can see the real ip address, but can't see the actual data.
What I would like to know is if the above concept is really true or am I missing something (or completely forgetting something)? Could this work? Any deep inside on what an proxy server exactly does with the packages is really helpful.
P.S. I am NOT asking for any companies which could offer this type of server, I only want to know the concepts and try to catch the whole thing.
UPDATE:
With "secure" I mean anonymity. So currently when connecting to an VPN services they can see your IP address and can see your data. I want to tackle that and make them see some sort of "placeholder" or proxy, which was something I thought that could work