It seems that this is an English name, though a very rare one. According to the distribution map at -http://www.ancestry.com/facts/Proof-family-history-uk.ashx
ther were only nine individuals of the name in the whole of England and Wales at the 1891 census. As so often with rare names it appears to have been neglected by the experts so no explanation is forthcoming. Without drawing any conclusion I would just point out that Proof occurs in Warwickshire at the 1841 census among surnames such as Proovit, Profitt and Prophet, which are probably variant spellings of one surname. The surname Proop also occurs in the same source.
More English and US Proofs can be identified at www.familysearch.org
by entering the name at "surname". There the name is conflated with Proff, which may or may not be significant.