Official discussions of the proxy cookie specifications occur on the HTTP-STATE mailing list.
The current Internet Draft is draft-kristol-http-proxy-state-00 (text PostScript).
There are several sources of information about ``regular'' (end-to-end) cookies. Cookie Central has quite a collection of information about cookies. And there's another nice resource page with general information about cookies, including privacy. The Computer Incident Advisory Capability (CIAC) folks have posted a pretty good description of the risks of cookies from a computer intrusion standpoint. Finally, there's the book, ``cookies,'' by Simon St. Laurent, which discusses cookies, cookie applications, and the privacy aspects of cookies. McGraw-Hill. ISBN 0-07-050498-9.