You're now seeing the difference between color managed and non color managed applications. Windows doesn't come into it, no color management happens there. It's all on application level.
It used to be all wrong, and now some of them are right. So that's progress. Now you need to find out which are and which are not.
if I have my proof color set up to either Monitor RGB (which I assumed would now be the default custom profile)
Don't proof, don't
do anything. The monitor profile is set up at system level and used by color managed applications without any intervention from you. Just run the software, done, that's it.
Proof is something else, that's for checking gamut clipping in an output profile, usually a print profile, prior to printing.