"Proxies for" doesn't have a scientific meaning that I'm aware of, so I can't be sure that I understand what you're saying.
If what you're saying is that vitamin D levels are correlated with skin color, true, but irrelevant to this study.
If what you're saying is that the (poorly substantiated) correlation between Covid19 and vitamin D can be used to claim a correlation between Covid19 and skin color: no, because it's quite possible that vitamin D levels have no effect on Covid19 in people with darker skin, but a huge effect on Covid19 in people with light skin. You also have to keep in mind that your errors multiply across different correlations: the error margin of correlating Covid 19 with skin color via this method is the error margin of correlating Covid19 with vitamin D and the error margi of correlating vitamin D with skin color.
If what you're saying is that the (poorly substantiated) correlation between Covid19 and vitamin D can be used to establish a causal relation between Covid 19 and skin color, no, because in addition to the previous problems, you're ignoring that there at least 10 confounding factors besides skin color which also have correlation with vitamin D levels:
1. Latitude
2. How much time you spend outside
3. Which time you spend outside
4. Clothing
5. Sunscreen
6. Liver function
7. Diet
8. Supplementation
9. Cloud cover over time
10. Season
If what you're saying is that this study can be used to establish a causal relation between Covid19 and skin color: in addition to all the previous problems, this study can't even really be used to establish a correlation between vitamin D and Covid19, so do we really need to pile on more logical fallacies than are already present?