We're not sure what is at the center of the Earth, nor what lies deep in the seas, nor where oil comes from, but we know what the interior of Proxima Centauri is made up of and how it works.
Actually we have a pretty good handle of what’s the composition of the earth’s core. Seismic studies give a very good idea. Seismology works pretty well or you wouldn’t have gasoline at your local pump. Core dynamics harder problem. We have explored the deepest ocean trenches with both manned & unmanned submersibles - Marianas Trench 36,000 feet. First explored in 1960 by Don Walsh & Jacques Pickard in the submersible Trieste. Oil - petroleum has a biological origin and I am willing to concede the possibility of an abiotic origin for some petroleum.(Read the “Hot Deep Biosphere” by The late Dr Thomas Gold) After all there are complex methane and “other organic” gas clouds in space. The conclusions on Proxima’s interior are I imagine based on changes in the wavelengths in the star’s spectrum that are mathematically consistent with passing through those interior layers much like sound waves from earthquakes, dynamite, nuclear weapons or a Vibroseis pass through the earth’s interior layers - crust, mantle, core, etc. (But I admit I have not read the article!) So its a sort of stellar seismology model used to make those conclusions.
I used to do seismology back in a day when my hair was brown & not grey.
I miss doing that type of work.