PIC CCP in compare mode not changing CCP2 pin
For the device you're using as you say the CCP2 pin is shared with other functions. As you can see in figure 1 on the datasheet:



You need to select the CCP2 function writing registers APFCON0 and APFCON1 with the right values in your configuration code, namely:

APFCON0 = 0b00100000;
APFCON1 = 0b00000100;


I simulated your code with MPLAB X IDE v5.20 adding these two lines and I can see pin RC3 under tab I/O pins toggling from 5V to 0V.

If you prefer you can instead use CCP1, just replaces all CCP2 instances in your code and set the correct value for TRISC (CCP1 is on Pin RC5).

I don't have a license for Proteus but I guess you can check that yourself and let us know if you manage to see your LED blinking.

EDIT: Since RC3 can also be made an analog input it is also necessary, as woj39 pointed out below, to explicitly set the pin as digital with:

ANSELCbits.ANSC3 = 0;