I suggest your might use something like the giant Sun shade in the L1 position which I suggest in my answer at:
How can we prevent the Earth being scorched and swallowed as the Sun grows and eventually enters its red giant phase?
The giant Sun shade is designed to shade future Earth from excessive solar radiation in the distant future, so it has to block light from the Sun. Thus it has to be made of opaque or reflective materials.
But your giant shade in the L1 positon would have a transparent disc to let the light from Proxima Centauri shine through onto the planet, since its main task would be stopping stellar wind. And of course the matter in the disc would stop stellar wind particles. And of course the interactions between the dixc and the stellar wind would tend to modify the orbit of the giant object, so use of engines to keep the giant star shade in the proper orbit would be necessary.
And since one design of the disc would have it spinning around the central axis if it generates magnetic fields those magnetic fields would also interact with the stellar wind and deflect it.
I note materials have been develeped which can change from being transparent to opaque. If the disc is made of materials with that property the amount of light let through the disc can be modified.
And this is assuming this ball has an orbit eccentric enough for it not to be tidally locked.
As far as I know the eccentrity of the orbit of Proxima Centauri b is not yet known.
I note that even if Proxima Centauri b is tidally locked, its orbital period of 11.186 Earth days would mean that it rotates 360 degrees every 11.186 days. And that might be fast enough for the planet to generate a strong magnetic field.
And of course if Proxima Centauri b doens't have a magnetic field, the giant shade mentioned above could shield it from the stellar wind of Proxima Centauri.
It is a matter of debate whether a planet being tidally locked would make it uninhabitable. According to some calculations it is possible that a breathable atmosphere would be sufficiently dense to spread heat over both hemispheres of the planet, avoiding temperature extremes.
https://en.wikipedia.org/wiki/Planetary_habitability#Size
And even if a tidally locked planet would have intollerable heat and cold on the two sides, the question says:
So, I’m trying to terraform Proxima Centauri B, an exoplanet orbiting a red dwarf
I assume that means that you planning to write a story where humans terraform Proxima Centauri b to make it habitable for humans.
Thus they could build vast air or water pumping systems to move hot air and water from the hot side to the cold side, and cold air and water from the cold side to the hot side to suppliment any natural heat exchange between the two side. They will do whatever it takes to make and keep the planet habitable.
One way to do that would be a variation of my giant Sun shade concept, with two such orbital structures, one at the L1 point between the star and the planet, and the other one at the L2 point beyond the planet.
The one at the L1 point would switch between being opague and being transpartent. During the planetary daylight period of approximately 12hourse the disc would be transpart and lightin, but with would turn opaque at dusk, stopping the light for an appoximately 12 hour night time.
And the one at the L2 point would switch from being transparent when night is desired on the side of the planet it faced. Thus starlight would pass through the disc and out into space. But when day on the far side of the planet was desired, the disc at the L2 point would turn reflective, reflecting the star's light back onto the far side of the planet.
I also note one way to stop a world from losing atmosphere would be to build a roof over the entire world, which would keep air molecules from escaping into space.
There are several categories of hypothetical roofed worlds.
A shellworld13 is any of several types of hypothetical megastructures:
A planet or a planetoid turned into series of concentric matryoshka doll-like layers supported by massive pillars. A shellworld of this type features prominently in Iain M. Banks' novel Matter.
A megastructure consisting of multiple layers of shells suspended above each other by orbital rings supported by hypothetical mass stream technology. This type of shellworld can be theoretically suspended above any type of stellar body, including planets, gas giants, stars and black holes. The most massive type of shellworld could be built around supermassive black holes at the center of galaxies.
An inflated canopy holding high pressure air around an otherwise airless world to create a breathable atmosphere.[4] The pressure of the contained air supports the weight of the shell.
Completely hollow shell worlds can also be created on a planetary or larger scale by contained gas alone, also called bubbleworlds or gravitational balloons, as long as the outward pressure from the contained gas balances the gravitational contraction of the entire structure, resulting in no net force on the shell. The scale is limited only by the mass of gas enclosed; the shell can be made of any mundane material. The shell can have an additional atmosphere on the outside.[5][6]
https://en.wikipedia.org/wiki/Shellworld
A shell around a planet, moon, or other world to keep in the atmosphere can be transparent or opaque. It can even have lights on the inside to turn on and off and similate a natural day-night cycle.
