The set $X=[0,1]\times\\{0\\}\cup\\{0\\}\times[0,1]\cup\\{\frac{1}{n};n=1,2,\dots\\}\times[0,1]$ works. This planar set $X$ is a compact subset of a Euclidean space and therefore proper. (This is not what you wrote but something similar. The rough idea is to have a comb where the spikes accumulate.)
The diameter of $X$ w.r.t. the length metric $\bar d$ is 3 (draw a figure!), so to show that $(X,\bar d)$ is not proper it suffices to show that it is not compact. To this end, consider the following cover: $U_n=\\{\frac1n\\}\times(\frac13,1]$ for $n\in\\{1,2,3,\dots\\}$, $U_0=\\{0\\}\times(\frac13,1]$ and $U_{-1}=X\cap([0,1]\times[0,\frac23))$. These sets are an infinite open cover of $(X,\bar d)$ which has no proper subcover, so the space is not compact.
Note that the covering sets are not open in $(X,d)$ and there is no contradiction with its compactness.