How did she know that Wanda was protecting it?
Proxima had not seen Wanda on the battlefield until then. Wanda makes an impression when she fights ("Why was she up there all this time?"), so Proxima wouldn't have missed her. Thus, if Wanda wasn't taking part in the fight, it stands to reason that she was somewhere else.
As the situation is dire and she's the Avenger's power house, she's probably protecting the one thing that the bad guys are trying to get, namely, the Stone. Vision being her lover helps as well (and Proxima knew that, as they had fought before).
Why did they assume that there was no one else to stop him?
Who says they assumed that? As long as "power house" Wanda is out of the way, Corvus Glaive has a good chance of defeating whatever protection is left. The guy isn't totally helpless in a fight himself.
Actually, it's not unreasonable to assume no one else could stop him: at this point, most if not all heroes are outside, fighting the army of minions. Iron Man, Doctor Strange, Spider-Man, Quill and Nebula are on a planet with no means of transport, last Thanos checked. Thor, Groot and Rocket are unaccounted for, but Thor would be seen if he was present (lightning and all), and Thanos probably doesn't know that Stormbreaker can summon the Bifrost.