Is good idea to implement ProxySQL in production with Docker?
HA implies that something will break.  But if all the pieces are in the same server, it seems like the most likely thing to break is the server -- taking down everything.

For HA to be really effective, you need separate servers geographically separated.

A blend would be to have such separate servers, then have dockers in each.  This could, for example, provide multiple HA systems sharing, say, 3 servers, where each system is split up for HA.

At that point, you should consider Galera (PXC or MariaDB) for its HA capabilities in 3 nodes in different locations.  Each node could be in a docker if desired.