Rosenpass author here;
There is a confusion about terminology here I think. Mathematical proofs including cryptography proofs use models simplifying reality; i.e. the real practical system might still be susceptible to attacks despite a proof of security.
For crypto primitives (classic mc eliece, curve25519, ed25519, RSA, etc etc) the standard for proofs is currently showing that they are as hard as some well studied mathematical problem. This is done by showing that an attack on the primitive leads to an attack on the underlying mathematical primitive. The proof for Diffie-Hellman shows that attacking DH leads to an efficient solution for the discrete log problem. I.e. the proof is a reduction to the underlying primitive.
No primitive is perfectly secure (at least a brute force – i.e. guessing each possibility is possible); there is some probability that the adversary can guess the right key. We call this probability the adversary's advantage. One task in cryptoanalysis is to find better attacks against primitives with a higher advantage; if an attack with a polynomial time average runtime is found, the primitive is broken. Finding a higher non-polynomial attack is still an interesting result.
The standard for protocols is proving that the protocol is secure assuming the primitives are secure; since multiple primitives are used you basically get a formula deriving an advantage for breaking the entire protocol. The proof is a reduction to a set of primitives.
We did not build a proof in that gold standard, although we are working on it. We built a proof in the symbolic model – known as a symbolic analysis. This uses the perfect cryptography assumption; i.e. we assumed that the advantages for each primitive are zero. Google "Dolev-Yao-Model".
This makes the proof much easier; a proof assistant such as ProVerif can basically find a proof automatically using logic programming methods (horn clauses).
The definitions of security are fairly well understood; unfortunately there is a lot to go into so I can't expand on that here. Looking up "IND-CPA" and "IND-CCA" might be a good start; these are the security games/models of security for asymmetric encryption; you could move on to the models for key exchange algorithms there. Reading the [noise protocol spec](https://noiseprotocol.org/) is also a good start.