According to the graph you show, in the first case the connection is made from the vps to the main server, that is, the intermediary makes the request for you, waits, the answer and then gives it to you, then at the end the time in which the answer arrives at the client is the sum of both, although for the client the response ping that will be seen in the client will be between the client and the proxy if I am not mistaken, although it does not seem to be the real one, someone understands how the second case works, anyone can explain it ?