In this paper we introduce a new class of metric actions on separable (not necessarily connected) metric spaces called "Cauchy-indivisible" actions. This new class coincides with that of proper actions on locally compact metric spaces and, as examples show, it may be different in general. The concept of "Cauchy-indivisibility" follows a more general research direction proposal in which we investigate the impact of basic notions in substantial results, like the impact of local compactness and connectivity in the theory of proper transformation groups. In order to provide some basic theory for this new class of actions we embed a "Cauchy-indivisible" action of a group of isometries of a separable metric space in a proper action of a semigroup in the completion of the underlying space. We show that, in case this subgroup is a group, the original group has a "Weil completion" and vice versa. Finally, in order to establish further connections between "Cauchy-indivisible" actions on separable metric spaces and proper actions on locally compact metric spaces we investigate the relation between "Borel sections" for "Cauchy-indivisible" actions and "fundamental sets" for proper actions. Some open questions are added.