There should be a way, in the WF settings for Slack, to filter out proof comments so you are only receiving messages from Workfront and not the proof tool.
Additionally, you should be able to get notified of new proofs (like document approvals) in Slack so you can click on the proof and go directly to it. It would be even better if you could see a preview or thumbnail of the first page of the proof. On this notification, it would be good to see the title of the proof, the task name it's attached to, a description of the proof (another thing that should be added to the proof tool), the due date, your assignment (Reviewer, Reviewer & Approver, Approver, etc.), and who is requesting the proof from you.
