Which contextual filter should I use to make proximity filter get the URL param as center?
The idea here is that you are creating a block to display on the node and need to add a contextual filter to return the nid to filter the results. You need to add the "Content: Nid" contextual filter. 

You can do this by:


Add contextual filter
Select "Content: Nid"
Under "When the filter value is NOT in the URL" select "Provide default value"
Then under "Type" select "Content ID from URL"


This will automatically get the nid from the URL (node/nid) and apply the filter to the results.