Get LD for selected SNPs using plink --r2. Then pick any proxy SNP having highest LD score.
Why not using other software? We could, for example, use PriorityPruner which is specifically designed to pick proxies with prioritisation, i.e. when SNP1 is in LD with SNP2 and SNP3, it will prioritise based on other features of the SNP (like pvalue, frequency, annotations, etc.).
PriorityPruner is a software program which can prune a list of SNPs that are in high linkage disequilibrium (LD) with other SNPs in the list, while preferentially keeping SNPs of higher priority (e.g., the most significant SNPs in a genome-wide association study). The process of pruning SNPs based on LD is sometimes referred to as "LD clumping".