Yes but you have to check in the inbound system for IDOC status.
In Proxy you can get it instantly in sending system & then you can have error handling logic or triggering mail to the user.
Data Size & efficiency: I don't find much difference.
Implementing proxy is complex as compared to IDOC.
I had implemented both proxy & IDOC in a single program based on the requirements.
If you could tell me your requirements, I could help you better.
Thanks,
Sharath