Proxifier can save its output (log) into a file. You can enable this feature on the Log->Log to File menu.
The following options are available:
The messages are saved under ~/Library/Logs/Proxifier directory. This file can be opened with the standard Console.app using the Log->Log to File->Open Log File command. Traffic dumps (if enabled) are saved as files with “.dmp” extension. For each connection Proxifier creates two files — one for incoming and one for outgoing traffic. The name consists of application name, “TO” or “FROM” mark, date (year, month, day) and time (hour, minute, millisecond). The traffic dump directory can be opened with the Log>Log to File->Open Traffic Log Folder command.
For example, a dump of an HTTP connection can look like the following:
“WebProcess (23712) TO www.apple.com_443 AT 2012_06_29 19_52_55_409.dmp”
“WebProcess (23712) FROM www.apple.com_443 AT 2012_06_29 19_52_55_721.dmp”
Saving traffic on fast networks may require a lot of space on the hard disk. Proxifier checks the Traffic directory on each start and warns you if there are more than 1000 files or the total size is more than 500 Mb.