Very near GAIA DR2 sources - has Proxima Centauri been dethroned?
These are spurious data points. They are likely genuine objects, but the parallax value is incorrect. There are a small number of these in the Gaia data set. 

There are 59 object with a parallax greater than Proxima Centuri. These don't represent genuine objects, instead they are when two sources are closely aligned (within about 0.2 arcsec). Most of these are found in the milky way, where there are lots of stars close together.

See
https://www.cosmos.esa.int/web/gaia/forum#!/thread/1688565/1688576

And section 9 of https://arxiv.org/pdf/1804.09365.pdf