Proof of their involvement in the creation?
They actually tried several times to eradicate it from the Sybille research facility.
I have no direct evidence that CWD was created in a government lab. That evidence, of course, is not available to the public. However, epidemiologists are confident that CWD did not exist in wild populations prior to the 1960's.
So it is established by circumstantial evidence that:
1) A new disease appeared at research facility.
2) Said disease is believed to have jumped species from sheep to ungulates.
3) The research being conducted at the facility was based around studying disease transmission between sheep and ungulates.
4) Prior to that, sheep and ungulates had been in contact with each other in the wild and the disease never developed.
At the very least, .gov negligently created the circumstances for CWD to jump species and then failed to contain the disease. But, research procedures for CWD, scrapie, mad cow, etc. typically involve intentionally infecting animals with high loads the disease. There's a heck of a lot more going on than just putting two animals in a pen together and seeing what develops.
If you'd rather buy the .gov explaination, then go right ahead. For me, that is about as solid of proof as you'll ever get when dealing with these sorts of things.
What proof do you have that the government is telling you the truth, the whole truth, and nothing but the truth???