Translation:We have proof that he is found in this area.
Not really. But Duo accepts "he is in the area". But why is it subjunctive and not indicative because it is not about wishing, believing, thinking but about a proof.
Edit There is a later sentence starting Ora non è chiaro... (Now it is not clear...) which Duo also puts in subjunctive. So maybe its an impersonal attitude to a sentence, like proof, unclarity, probability, that allows the subjunctive?
Further Edit No, it's not. Uncertainty, unclarity, doubt invite the subjunctive. But not proof.
why is "prove" translated as a singular? also accepted translation" finds himself" is not usual in English in this context. Finding oneself might suggest that the person was in search of a true identity, before I'd think of a particular location. (http://www.thefreedictionary.com/find+oneself). Also, "finding oneself in" is more used in metaphorical language than in descriptions of exact location: e.i.: "he found himself in trouble", "somehow, I found myself there".
I would agree on "finds himself" and have changed it to "is found," though that is still perhaps less than ideal. For "prove," it is translated as singular because we do not usually use "proof" or "evidence" in the plural in English. It's just one of those things that is usually plural in Italian and almost always singular in English. If it helps, think of "prova" (singular) as "piece of evidence," so collectively it is "proof" or "evidence."
I tried "we have proof that he is somewhere in this area" but it did not work. My reasoning was that we are looking for him, since we found some proof, rather than "he finds himself" there, which is obviously literally correct, but, I think, does not reflect the meaning of the phrase.