We identify and investigate thermal spin transport phenomena in sputter-deposited Pt/NiFe$_2$O$_{textrm{4-x}}$ ($4geq x geq 0$) bilayers. We separate the voltage generated by the spin Seebeck effect from the anomalous Nernst effect contributions and even disentangle the intrinsic anomalous Nernst effect (ANE) in the ferromagnet (FM) from the ANE produced by the Pt that is spin polarized due to its proximity to the FM. Further, we probe the dependence of these effects on the electrical conductivity and the band gap energy of the FM film varying from nearly insulating NiFe$_2$O$_4$ to metallic Ni$_{33}$Fe$_{67}$. A proximity-induced ANE could only be identified in the metallic Pt/Ni$_{33}$Fe$_{67}$ bilayer in contrast to Pt/NiFe$_2$O$_{rm x}$ ($x>0$) samples. This is verified by the investigation of static magnetic proximity effects via x-ray resonant magnetic reflectivity.