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The recently reported magnetic ordering in insulating two-dimensional (2D) materials, such as chromium triiodide (CrI$_3$) and chromium tribromide (CrBr$_3$), opens new possibilities for the fabrication of magneto-electronic devices based on 2D systems. Inevitably, the magnetization and spin dynamics in 2D magnets are strongly linked to Joule heating. Therefore, understanding the coupling between spin, charge and heat, i.e. spin caloritronic effects, is crucial. However, spin caloritronics in 2D ferromagnets remains mostly unexplored, due to their instability in air. Here we develop a fabrication method that integrates spin-active contacts with 2D magnets through hBN encapsulation, allowing us to explore the spin caloritronic effects in these materials. The angular dependence of the thermal spin signal of the CrBr$_3$/Pt system is studied, for different conditions of magnetic field and heating current. We highlight the presence of a significant magnetic proximity effect from CrBr$_3$ on Pt revealed by an anomalous Nernst effect in Pt, and suggest the contribution of the spin Seebeck effect from CrBr$_3$. These results pave the way for future magnonic devices using air-sensitive 2D magnetic insulators.