Hello, I have played the game for a bit now(about to finish my 4th or 5th dungeon) and come to wonder, how exactly weapon proficiency works, especially since I might have focused on the "wrong" weapon...

I got 4 points in axe but only come across good swords and spears it seems. Does anyone have an idea if I am better of with a 1d8 axe with 4 points in hacking or a 2d8 great sword with 1 point in slashing?
Is weapon proficiency just +1 damage per point or per two points or something else?

One FAQ stated that swords are the best weapons of the game, so I'd put points on slashing weapons. And then there's the Steelrippe spear, which thrown can kill almost every enemy with one hit.

I'm not exactly sure how proficiency works. It does seem to make you do more damage.

You will come across a few good hacking weapons throughout the course of the game. The best of these is a hammer that does a fair amount of damage and which will actually end up being the best weapon available to any player up until you get a really great sword late in the game. So hacking weapons aren't a bad choice, since you will have that hammer for quite a while and when you do it will be the best weapon available to you (Steelripper excluding).