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Can I set a 'proxy' to vote on proposals on my behalf?

Yes you can and it is the SAME proxy that is used for witness voting. There is no way to separate them.

Can I still vote if I have a proxy?

Yes but your vote will not count if you have a proxy. You will add a vote but nothing to the value. You must remove proxy for the vote to have value.

See FAQ section on: https://steempeak.com/proposals

Thanks for the response, @inertia.
I'm good with my proxy's choice! 👍

Thanks for the quote. Didn't know that.