To be honest, I think that some of the proof house workers actually do their proof testing work at some of the individual factories.
It probably depends on the country, the company and how many guns they produce.
The companies probably pay for the testing facility to be located inside the factory and for the workers too through fees.
That way the tons of bulk expensive guns don't actually need to be transported anywhere and risk being marred, scratched or dented.
Some of the US military defense contractors do the same thing, except the gov't pays for it as they're the buyers.
The inspectors can visit once a week or be there full time.
They inspect a piece of a lot, put the gov't. stamp on it, and submit reports using special computerized security documentation.
The rest of the inspection can occur after the entire lot or finished product is received and accepted.
And I think that the US meat processing plants do it the same way with USDA stamps and Kosher food documentation.
You are, of course talking here about proofing in the USA, where, as you note, many gunmakers test-fire their products prior to shipping them out. However, the USA does NOT have any kind of national level/federal proof houses where all are working to, and applying, the same standards of proof. SAAMI is not a legally-binding set of obligations, but an organisation set to to recommend standards, not to enforce them, as CIP standards are.
It is quite different here in Europe, where many countries have proof houses set up in the 16th and 17th centuries by royal command - the UK is like that, as are all the German states prior to the unification of Germany. So too is Austria/Hungary. There are currently fourteen nations of Europe and a couple in the Far East that operate under the rules of proof set out under the CIP. This agreement is legally binding on ALL the firearms, including muzzleloaders of all kinds, and ammunition manufacturers in the signature nations, and legally requires them to provide arms and ammunition that comply with a complex set of regulations under national law. It is not a bunch of manufacturers here, but the governments of each nation who sign up to the CIP regulations and standards. Failing to comply means that your product not only cannot be sold in the CIP nations, but is illegally non-compliant, and can be seized and destroyed by the government
Although each country that is a member of the CIP is permitted to sell their products within the CIP group without incurring extra-mural proof testing, it does mean that each and every US-made firearm must be proofed here before it can be sold here.
In the case of a revolver, for instance - each chamber is tested individually, and stamped accordingly. I'm just looking at my Ruger Old Army, and yup, there they are.
Here in UK, a small-scale gunmaker must submit his finished but not completed gun to proof at his own risk. Failing means he gets the bits back. All ammunition is subjected to bulk testing - all of which adds to the cost to the end-user. Making and selling of ammunition is not an option for small-scale makers, like you have in the USA. An initial single-calibre test figure of 20,000 rounds of completed product that is not recoverable, either financially or in material, means that only large-scale ammunition makers can comply.