My fix is only a temporary fix as it re-occurs after a while.
The fault is with the screen and it is either:
1) Bad connection and as mmTL said adhesive getting in way
2) Aforementioned + actual faulty display ** My display I do notice bad intermittent flicker on bottom half of screen **
3) I think once screen is fixed and re-attached correctly, then the proximity sensor will work correctly.
I will be sending my 930 of to Nokia Care shop soon, just have to compose an email explaing my issue and send my IMEI number to ensure I get it repaired. I did try sending my Lumia 930 back to Microsoft UKs repair team AVONO (something like that) but because my 930 was unlocked and bought online from a company who's registered company address is Hong Kong - Micorosft would not repair because the stated "WE DO NOT DO INTERNATIONAL WARRANTY". ** Yes, that my friend is still angering me **