Looking back at https://coins.ha.com/itm/great-britain/great-britain-george-v-penny-1933-ms63-brown-ngc-a/a/3105-32230.s it says that year sets (as opposed to just single pennies) were interred under new buildings. My understanding was always that it was the penny but I guess that explains the 1933 proof being from a proof set. I wonder if the under foundation stones have proof sets too and the other four examples are circulation coins.