The following program typechecks in GHC 8.0.1 and 8.0.2:

{-# LANGUAGE GADTs #-}
{-# LANGUAGE TypeInType #-}
module Bug where

data MyProxy k (a :: k) = MyProxy
data Foo (z :: MyProxy k (a :: k))

But in GHC 8.2.1, it's rejected:

GHCi, version 8.2.1: http://www.haskell.org/ghc/  :? for help
Loaded GHCi configuration from /home/rgscott/.ghci
[1 of 1] Compiling Bug              ( Bug.hs, interpreted )

Bug.hs:6:1: error:
    Kind variable ‘k’ is implicitly bound in datatype
    ‘Foo’, but does not appear as the kind of any
    of its type variables. Perhaps you meant
    to bind it explicitly somewhere?
    Type variables with inferred kinds:
      (k :: *) (a :: k) (z :: MyProxy k a)
  |
6 | data Foo (z :: MyProxy k (a :: k))
  | ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^