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A reverse proxy should include an X-Forwarded-For header in every proxied http request (or you have to configure the proxy to include it). JellyStat gets all info about the sessions from Jellyfin, where you can set trusted proxies in the Networking section.
Look at this documentation: https://jellyfin.org/docs/general/post-install/networking/reverse-proxy
You will need to configure your proxy to pass that information, and your analytics to read it. Usually this is the x-forwarded-for header.
You should make Jellyfin aware of your reverse-proxy IP address or hostname:
(in my case localhost as the reverse proxy is running on the same machine).
How to send the X-Forwarded-For header depends on your reverse-proxy. In Caddy which I use, it does it by default.
This was the second half of the fix that I needed. I filled this box with the address that shows when external connections would authenticate or play, and set "forwardfor" at the proxy, then the information came through. Thank you for this.
Turns out it was as simple as checking a box in my reverse proxy settings to enable "forwardfor" now to wait and see if the information actually gets passed through or if I have to do as NeryK suggests and enter the address in Jellyfin.