fonksiyon içinde global belirlemelisin
$proxyauth="12.34.56.78:3128";
//yada
$proxyauth='12.34.56.78:3128';
function siteye_baglan($site){
global $proxyauth;
$ch = curl_init();
curl_setopt($ch,CURLOPT_URL,$site);
curl_setopt($ch,CURLOPT_PROXY,$proxyauth);
curl_setopt($ch,CURLOPT_RETURNTRANSFER,1);
curl_setopt($ch,CURLOPT_USERAGENT,$_SERVER['HTTP_USER_AGENT']);
$finaly = curl_exec($ch);
curl_close($ch);
return $finaly;
}