This might seem like a strange question.

I have a friend who uses internet through a phone plan. He claims that if he wanted to he can hide himself from his ISP, because he uses a "personal proxy", and that if it came down to some investigation because he did something or the other. He wouldn't be able to be traced by authorities.

I insisted that since he's paying for a mobile plan and using the internet through that, he could still be obviously traced, proxy or not.

Background information on him, he's no hacker (obviously), and no real experience with anything technical with programming or IT in general.

Is what he says true?