Only had a quick moment to look at your coding, however, I noticed that you had a few spaces in it where there shouldn't be.
Try this:
[Prox]^c^c(setq player (getvar "clayer"));-layer;s;device;;-insert prx-no.dwg;\1;;\(setvar "clayer" player);
The line of code below is an example from a menu that I created a while back, it is designed to:
1. Remember the current layer (setq player (getvar "clayer"));-
2. Change the layer to the one you specify layer;m;E-LITE-CLNG-N;c;3;;;
3. Insert the object...