Context. We study temporal variations of the emission lines of Hα, Hɛ, H and K CaII, D1 and D2 NaI, He4026, and He5876 in the HARPS spectra of Proxima Centauri across an extended time of 13.2 yr, from May 27, 2004 to September 30, 2017. Aims: We analyse the common behaviour and differences in the intensities and profiles of different emission lines in flare and quiet modes of Proxima activity. Methods: We compare the pseudo-equivalent widths (pEW) and profiles of the emission lines in the HARPS high-resolution (R 115 000) spectra observed at the same epochs. Results: All emission lines show variability with a timescale of at least 10 min. The strength of all lines except He4026 correlate with Hα. During strong flares the "red asymmetry" appears in the Hα emission line indicating the infall of hot condensed matter into the chromosphere with velocities greater than 100 km s-1 disturbing chromospheric layers. As a result, the strength of the CaII lines anti-correlates with Hα during strong flares. The HeI lines at 4026 and 5876 Å appear in the strong flares. The cores of D1 and D2 NaI lines are also seen in emission. During the minimum activity of Proxima Centauri, CaII lines and Hɛ almost disappear while the blue part of the NaI emission lines is affected by the absorption in the extending and condensing flows. Conclusions: We see different behaviour of emission lines formed in the flare regions and chromosphere. Chromosphere layers of Proxima Cen are likely heated by the flare events; these layers are cooled in the "non-flare" mode. The self-absorption structures in cores of our emission lines vary with time due to the presence of a complicated system of inward and outward matter flows in the absorbing layers. Table A.1 is only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (ftp://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/626/A111