Ivina,
There is not much I can do to help you. I can test the proxy myself if you want to and if there is no security concern. If that is an option, please send me a private message with the proxy type, address, user and password.
Also, remember I have asked you to post the console output, something like this:
Http-CONNECT(0001): 0 -> 1
process_end - ok=false, 0 bytes