You’d need the esp32 to have full USB host capabilities. I’m not sure any do. You’d also need all the software to be on the esp32 and that for sure won’t work. I’d recommend using a pi0 w instead. It’s about the same size but has all the software already working.
If you are in no rush and don’t need the Proxmark3 integration specifically, I’m working on integrating ESP32 with PN532, which should be able to do the same things as you would with Proxmark3, and I’ll be releasing this as open source. Just no ETA on that
Did you end up succeeding in this project? Because I am looking into doing the same thing. I was thinking to solder the esp32 and the proxmark3 but unfortunately I don’t have much experience in that area.