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I've built my own proxy server, but the error remains, whereas it shouldn't. Why?

Roman Sandler, I need whatever makes it work, which is  sending an ajax request to an external, not mine own third-party server. What do you mean exactly? How might I not need CORS?

I'm trying to send an ajax request to "example123.com". 

requests: {
  something: {
    url: 'https://api.example123.com/something',
    type: 'GET',
    dataType: 'json',
    cors: true,
    xhrFields: { 
      withCredentials: true
    },
  headers: {
   "Authorization": "123"
 }
},
}

But I have an error:

XMLHttpRequest cannot load https://api.example123.com/something.
Response to preflight request doesn't pass access control check:
No 'Access-Control-Allow-Origin' header is present on the requested resource.

Origin 'https://mycompany.zendesk.com' is therefore not allowed access.

As I understand, I can't do anything about it because it's example123.com who has to allow Access Controll Allow Origin policy on their website, not me, right?