I changed my desktop search engine to Bing because of the rewards I get. It's a great incentive to use Bing. (j/k)

It may seem obvious, but check the proxy's logs. Perhaps you're not the only one connecting.

Just in case, I did the check.

Nope, the proxy only accepts connections from localhost, and no one has my ssh private key.

But there are some failed connection attempts from one particular IP from China.

Your proxy IP block has probably been flagged as a source of badness.