If you 1) choose to use a proxy and 2) that is a proxy you don't trust, then TLS is pointless for your use case. (Edit: you need to actually activate proxy usage)
I'm using home internet since the mid 90s and I think none of the ISPs I ever used required a proxy. (Mobile excluded, I'm certainly no mobile expert anyway) But I'm aware of ISPs in the late 90s that required ISP proxy usage.
Personally at some point I had set up a local squid to speed up my internet. But today? I think only really bad ISPs and some corporate networks use that. In the latter case it might make sense since you deal with corporate data/code that is owned by BigCorp anyway.
Regarding the CA stuff: yes sure but well, that's the point of the CA. You trust it, some OSs require you to explicitly install those if that matches your risk profile. But really, if you're at that point, maybe the far riskier attack vector is someone shoulder surfing or stealing your laptop?
That said, yes there's certificate transparency but I think it's still experimental and at that level of paranoia you might be optimizing/focussing on the wrong thing.