The B+N ending in Kriegspiel was proven to be a win by Ferguson, notably published in a TCS (theoretical computer science) journal.
http://www.sciencedirect.com/science/article/pii/030439759290344F
He later handled B+B but I think it remained unpublished.
http://www.math.ucla.edu/~tom/papers/unpublished/kriegbishop.pdf
In general, proving draws from fortresses is easier than proving wins. I guess you could write K+Q and K+R as induction proofs, and in general (see B+N) you want to progress from one goal to the next, but clarifying this is in an explicitly mathematical way is not typical.