There were also a lot of 'house brand' shotguns built by various factories in the States.... and they don't have proofmarks.
If it's Belgian, there will be a mark that looks like a little tower and there will be letters ELG, likely in an oval with a crown.
If it's English, the proofmarks will be either BP or BNP for Birmingham, GP for London.
If it's American, it doesn't have to have any at all.
That should get you started, anyway.