Again interesting that both the proxy codepath crashed and rustup self uninstall, since those are pretty different.
If you have the ability to capture a stacktrace that could be informative.
One possibility is that rustup is being compiled with CPU features your CPU doesn't support. This is pretty unlikely though because rustc is supposed to use a fairly conservative CPU definition by default and I don't believe the rustup build is doing anything to change the default CPU features. It would be good to see what instruction is faulting.