Headers are small pieces of metadata sent along with every HTTP request, and how a proxy handles them is exactly what determines its actual anonymity level.
X-Forwarded-For
This header is meant to record the original client IP as a request passes through one or more proxies. A proxy that adds this header is revealing your real IP to the destination even while technically routing traffic through itself.
Via
This header identifies that a proxy was involved in handling the request at all. Its presence tells the destination server 'this came through a proxy,' even if your actual IP isn't disclosed elsewhere.
What an elite proxy does differently
A high-anonymity proxy simply omits both of these headers rather than including them with your real details, which is the specific technical difference between an 'anonymous' proxy and a genuinely 'elite' one.